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Some activity in the Calendar spreads

EURIBOR

Some spread flow helps explain the higher volume in the Dec4 expiry.

  • ERU4/ERZ4 has been bought this morning, traded in ~12k outright.
  • ERZ4/ERH5 mostly bought, traded in ~14.6k.
  • ERZ4/ERM5 also bid, has traded in ~11.6k.
  • ERZ4/ERZ5 also bought, has traded in ~13.9k outright.

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