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Some flattening interest

EURIBOR
  • Nothing big, but flattening interest in the Euribor strip, seller of H4/M4, H4/U4, H4/Z4 spread, after starting with an early bid.
  • ERH4/ERU4 printed a -55 on NFP day, this was a record low, now quoted at -53.5/-53.
  • ERH4/ERZ4 printed -80 last week, also a record low, now quoted at -78.5/-78.

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