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Some liquidation

EURIBOR OPTIONS

Regarding those earlier Euribor Options, noted as paper to paper.

  • These were liquidations. To recap:
  • ERZ1 100.375/100.00ps 1x1.25. Sold at 1.5 in 5k
  • ERH2 100.375/99.875ps, 1x1.5, sold at 1.75 in 10k

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