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Some notable volumes in the front

EURIBOR
  • ERU3 sold in over 5k, but the notable flow is in the December expiry ERZ3, trading more than Bund and close to twice the September volumes.
  • There's no blocks, nor notable clips, nothing above 500 lots.
  • In terms of Spreads, the Sep/Dec has been bought and has traded in 5.7k outright.
  • There's also some small early interest in ERZ3/ERH4, to the buy side, traded in 4.7k outright, but not seen the fly trading.

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