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EDs up to 10 ticks higher post-CPI, Euribor/SONIA up to 4/5 ticks higher

STIR FUTURES
  • Eurodollar strip moves up over 10 ticks higher for some Reds on the US CPI print (core softer than expected). Biggest moves in Mar-23 and Jun-23 contracts.
  • Euribor strip pulled higher by up to 4 ticks, SONIA futures by up to 5 ticks.

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