EURIBOR: Large ESTR vs Euribor spread
Jul-31 07:21
- On the back on the Equities and since the French release, Schatz is bought in 5.6k, and some big volumes in the Euribor and particularly ERH5, already trading 2 times to 4 times the rest of the strip.
- ERZ4/ERH5 is also being sold, so far traded in 6.6k, while the main reason for the elevated volume as desk report a large ESTR vs ERH5 trading at 10.75 in 55k total earlier.
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