May 30, 2024 13:05 GMT
Large BLOCK: Sep'24 10Y vs. Dec'24 SOFR
US TSYS
Cross asset spread posted at 0853:00ET:
- +23,000 TYU4 108-15, buy through 108-13.5 post time offer, DV01 $1.497M
- 63,000 SFRZ4 95.015, appears to be a sale of post-time bid
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