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BLOCKs, SOFR Futures, Strips, Large Calendar Spd

STIR
  • Aside from ongoing Green Sep SOFR Strip blocks, 21,000 (SFRU4-SFRM5) at +0.105, large Calendar spd crossed:
  • 57,000 SFRZ2/SFRZ3 spds at -0.540 at 1207:00ET

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