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Derivatives

EUR payers eyed as structured issuance spike tipped to continue

Investors should look at selling euro high-strike payers as the high issuance of €-denominated structured notes that was seen in the first quarter of 2014 is expected to continue in Q2. Long-dated volatility may remain under pressure as a result, due to the greater supply of long-dated options from these notes, according to strategists.

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