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Early SOFR Vol, Call Spread Buying

  • +3,500 SFRH4 94.00/95.50 strangles, 34.0-34.5
  • 3,000 SFRV3 95.37/96.37 call spds vs. 3QV3 97.25 calls
  • +10,000 SFRU3 94.75/95.00/95/25 call flys, 1.25

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