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STIR
Near-term BoE hike pricing looks remarkably stable considering the Gilt volatility: 160bp priced for the Nov meeting (3bp higher on the day), and 243bp by end-year (5bp lower on the day), both relatively unchanged since the BoE Gilt purchase / QT delay announcement. Chart below for year-end BoE cumulative hike pricing.
- 1Y and 2Y yields also pretty close to where they were pre-BoE announcement.
DEC 2022 OIS Implied Hike PricingSource: BBG
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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