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Dec 10Y Put Spd Unwind

US EURODLR FUTURES

Post-LIBOR Settle Update: 3M Rebound

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Spread leads volumes

GILTS
Continued large blocks going through in Gilts, trading the spread at half price.
  • 24.4k spread outright, while March contract has done 62k lots, so a good majority of the volume today has been spread related.

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