May 17, 2023 10:22 GMT
BoE Pricing Unchanged Post-Bailey
BoE-dated OIS is essentially unchanged vs. pre-speech levels after the release of the initial remarks from BoE Governor Bailey’s speech, with the tone in line with the post-decision rhetoric delivered last week. He is still delivering the speech (click for full release) at present and a Q&A session will follow.
|BoE Meeting||SONIA BoE-Dated OIS (%)||Difference Vs. Current Effective SONIA Rate (bp)|
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