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Buying interest in the June/Sep

EURIBOR
  • Despite falling lower, there's been some buying interest in ERM3/ERU3 and ERU3/ERZ3 spreads.
  • ERM3/U3 traded on good size Wednesday, best outright spread volume since the 10th May.
  • So far the June/Sep has only traded for 1.5k lots, but has gapped higher this morning.

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