Presently stands at 370 bps, up from the 345 bps I jotted down on my arrival.
EUR/USD has slipped to 1.4205 at writing.
Elsewhere EUR/CHF has fallen through 1.1100, presently at 1.1075. Risk appetite still anemic.
Probably timely to remind readers of what Sean mentioned overnight; ie talk of substantial option structures down at 1.1000 in EUR/CHF. All things being equal, should expect some robust protection of said interest.