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OPTIONS

EUROPE SUMMARY: Vol Trades En Vogue Post-ECB

OPTIONS

Larger FX Option Pipeline

US TSY FUTURES

BLOCK, 10Y Ultra

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Few rolls going through in Estoxx.

VGM1/U1 trades 16 in 10k and 16.25 in 10k.

  • Outright spread have traded 87k, with volumes expected to really pick up into tomorrow and next week, ahead of Fed on the 16th and expiry on the 18th