March 22, 2023 19:21 GMT
BLOCKs, Late SOFR Put Structures
- total 12,000 OQM3 94.75/95.12/95.75 broken put flys, 6.0 net ref 96.61
- total +20,000 SFRU3 94.75/95.00/95.25/95.50 put condors vs. SFRU 94.37 puts 0.0 net
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