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Update Large SOFR Futures Sale

STIR
Anecdotal observation after -45,000 SFRZ3 Blocked at 95.615.
  • Couple minutes later on screen (0900:56ET)
  • 15,415 SFRZ3 traded at 95.62 vs. 15,000 SFRU3 at 95.25.
  • Appears a broker may have laid off a third of the initial Block vs. Sep

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