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Buying interest in the spreads

EURIBOR
  • Some small buying interest in Euribor spreads
  • ERU2ERZ2 is being bought, so far traded 3.2k outright.
  • The spread dropped from 64.5 to 43 on Friday, now trading at 54.5.
  • ERZ2ERH3 also bought this morning, has traded 3.3k, and the spread fell from 41 to 29 on Friday, now at 35.

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