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Another decent trading session

EURIBOR
  • Another decent volume session for Euribor, besides yesterday's record, taking
  • ERM3 as the example, its the largest volume since the 28th October.
  • Support in ERM3 is 96.595.

There's also been some buying interest in the spreads.

  • ERZ2/ERH3 has traded 18.3k outright, mostly bought, spread is 91/91.5 (settles at 83.5).
  • ERZ2/ERU3 11.2k, market is 136/136.5 (settled at 113).
  • ERH3/ERM3 18.4k, market is 36.5/37 (settled at 27.5).
  • ERH3/ERZ3 11.4k, market is 35/36 (settled at 21.5).

Chart source: MNI/Bloomberg

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