April 18, 2024 07:03 GMT
Euribor Futures Firmer; Lagarde Noted FX Importance Late Wednesday
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Euribor futures are +0.5 to +3.5 through the blues, as yesterday’s core global FI recovery extends a little.
Meeting Date | ESTR ECB-Dated OIS (%) | Difference Vs. Current Effective ESTR Rate (bp) |
Jun-24 | 3.690 | -21.8 |
Jul-24 | 3.569 | -33.9 |
Sep-24 | 3.381 | -52.7 |
Oct-24 | 3.273 | -63.6 |
Dec-24 | 3.111 | -79.7 |
Jan-25 | 3.015 | -89.3 |
Mar-25 | 2.888 | -102.1 |
Apr-25 | 2.815 | -109.3 |
Source: MNI/Bloomberg. 2025 dates are estimated. |
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