May 03, 2024 06:34 GMT
EUR Implied Rates A Little Lower
STIR
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Euribor futures are +0.5 to +4.5 ticks through the blues, with core FI holding on to gains seen yesterday afternoon/evening.
Meeting Date | ESTR ECB-Dated OIS (%) | Difference Vs. Current Effective ESTR Rate (bp) |
Jun-24 | 3.680 | -23.1 |
Jul-24 | 3.602 | -30.9 |
Sep-24 | 3.424 | -48.6 |
Oct-24 | 3.351 | -56.0 |
Dec-24 | 3.212 | -69.8 |
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