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Recap OF SOFR Strip Blocked Overnight

STIR

A quick recap of a block lodged overnight, which saw the SFRH4 through SFRU7 strip blocked (with contracts blocked in various sizes for a DV01 of ~$1mn), market contact indicates that it looked like a strip seller.

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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