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More calendar spread trading

EURIBOR
  • ERU3 sold in over 5k, while the ERU3/ERZ3 spread was also sold earlier at 7, again failing to break that 7.5 resistance.
  • The spread has now traded over 19k lots outright and is offered at 7.
  • There's clear interest in the front 2 months of the strip, with the ERZ3/ERZ4 spread also trading in 12k lots outright this morning.

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