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Tuesday, December 05, 2006

FX OPTIONS: EUR/USD Decent Size 6-mth 1.3700 EUR Call

I have been informed that a 6-mth 1.3700 EUR call option traded at 8.05 pct in an estimated E200mn earlier today. The strike has been set above the 1.3667 EUR/USD all-time high (Dec 2004).
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