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Large Jun'23 SOFR Call Condor

STIR

Checking latest call condor price:

  • 40,000 SFRM3 95.00/95.12/95.25/95.37 call condors ref 95.15
  • Update to recent put spd Block: Red Mar'24 not front Mar'23 expiry
    • Block, total 12,000 SFRH4 95.00/96.00 put spds, 25.0 ref 96.325 - .33

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