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LIBOR

JAPAN FIX - 29/11/21

LIBOR

UK FIX - 29/11/21

LIBOR

US FIX - 29/11/21

US EURODLR FUTURES

Post-LIBOR Settle Update

Midcurve Call Spds

US EURODLR OPTIONS
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  • +5,000 short Dec 99.37/99.50 call spds, 2.75
  • +3,000 short Nov 99.37/99.50 call spds, 1.5