January 06, 2025 11:17 GMT
EURIBOR: Basis trades
EURIBOR
Euribor Basis trades:
- ERZ5 7k at 97.95.
- ERZ5 3k at 97.95.
The Dec expiry is seeing better volumes versus the rest of the strip today, this is also aided by spread interest in M5/Z5, U5/Z5, Z5/H6 and Z5/Z6.
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