Free Trial

Selling interest in the Euribor spread

EGB OPTIONS
  • Early notable flow is in Euribor, with ERM5/ERU5 seller, traded so far in 5k outright, which helps explains the elevated volume in those two expiries.
  • The spread is sold down to -13.5, while the record low, printed last week stands at -14.
  • Besides these flows in Rates, this could be a record low volume for Bund for this time of the day, with similar light flows in BTP and OAT.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.