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Mostly Euribor Midcurve Plays On ECB Day

OPTIONS

Thursday's Europe rates / bond options flow included:

  • 0RH4 97.375 call v 2RH4 97.625 call, buys the 0R for 1.5 in 3k
  • 2RZ3 97.50/98.00 call spread bought for 4 in 2k

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