STIR: Over 80% Odds Of BoE Dec Cut Still Priced, Next Week's CPI Eyed

Nov-12 07:46

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Little net movement in GBP STIRs this morning, with the short end consolidating the bulk of the dovi...

Historical bullets

EURIBOR OPTIONS: Outright Call seller

Oct-13 07:44

0RH6 98.3125c, sold at 4 in 6k.

EURIBOR: Some activity in the ESTR/Euribor spread

Oct-13 07:39
  • Early flows in the Euribor strip is seen in the ERM6 but the volume is explained by the activity in the ESTR/ERM6 spread, these have traded in 50k Total at 13.25.
  • It is worth noting that the September and the October high of 13.50 were the highest prints since early April.

GERMAN AUCTION PREVIEW: On offer tomorrow

Oct-13 07:31

Germany has announced a 2.00% coupon for the new Dec-27 Schatz which will be on auction tomorrow. Germany is planning to auction E5.5bln of the line.