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OPTIONS

Wednesday's Europe rates / bond options flow included:

  • ERN2 99.75/99.62/99.25p fly, bough for half and 0.75 in 5k
  • ERU2 99.62/99.50/99.37p fly, bought for 1.75 in 4k
  • ERU2 99.62/99.75/99.87c ladder, bought for 3 in 4.25k

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