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Short End Gap Bid

US EURODLR FUTURES

Short end Eurodollar futures spiked just prior to U-Mich data:

EDU2 gapped +0.095 to 96.785 a minute before the data release before tapping 96.79 briefly after some two-way flow. Currently +0.050 at 96.74 -- moves well before the Dec block buy of 8k at 96.31 at 1012ET.

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