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Upside structures dominate today

OPTIONS

Continued upside in Euribor today:

  • ERU4 97.25/97.50 cs vs 96.50p, bough the cs for 0.75 and 1 in 4k.
  • For SONIA Option stats, saw 452,033 lots Yesterday, was the best volume since 20th September, when that day saw a record of 753k Options.

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