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The firmer-than-expected German factory orders data has helped cap the move away from yesterday’s session lows in wider core global FI markets, leaving Euribor futures running +1.0 to +3.0 through the blues, a little shy of best levels.
ECB Meeting | €STR ECB-Dated OIS (%) | Difference Vs. Current Effective €STR Rate (bp) |
Mar-24 | 3.871 | -3.6 |
Apr-24 | 3.746 | -16.1 |
Jun-24 | 3.488 | -41.9 |
Jul-24 | 3.249 | -65.8 |
Sep-24 | 3.010 | -89.8 |
Oct-24 | 2.823 | -108.4 |
Dec-24 | 2.629 | -127.8 |
SFIZ4 95.00/94.80/94.70/94.50p condor, bought for 1.75 in 8.8k.