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SOFR Upside Call Interest

Pick-up in upside call interest as underlying remains strong post-BOC, paper pricing Red Mar'24 SOFR 97.00/97.50/98.00 call flys ref 96.175, getting 3.5 bid/at 4.0.
  • Trading desks eying other less limited upside call spds and outright calls as they mull potential for more dovish Fed guidance after the Feb 1 meeting.

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