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Call spread vs Put

STIR

This was earlier, but just for colour.

  • SFRH4 95.00/95.12cs vs 94.75p, bought for 0.25 in 12k.
  • This was also bought earlier for flat in 12.5k (30del).

There's been similar option structure in Europe and UK, call upside structures, financed via puts this week.

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