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BLOCKs, Recent SOFR Strips

  • 3,000 Red Dec'24 SOFR 1Y bundle (SFRZ4-SFRU5) -0.030 at 0805:24
  • 3,000 SOFR Red Packs (SFRM4-SFH5) -0.0325 at 0801:19ET

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