November 30, 2022 08:44 GMT
Notable volume in the front end
- Again better volume on the front end Euribor, with the front Dec contract trading twice the volume of the past 8 sessions yesterday, and highest since the 27th October.
- After seeing some selling in ERZ2/ERH3 in early trade yesterday morning, the spread steepened during the afternoon session, and is now above the November high and highest since the 21st October.
- ERZ2/ERH3 has traded 3.2k outright, market is 66/66.5, after settling at 64.