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Call spread bought for more

EURIBOR OPTIONS
  • ERZ2 97.87/98.00/98.12c fly bought for 2.5 in another 10k, 30k total (expiry 19th Dec)
  • This covers German CPI 29th Nov, French/EU CPI 30 Nov, US CPI 13th Dec, UK CPI 14th Dec, FOMC on the 14th, and ECB/BoE on the 15th.

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