May 09, 2024 06:41 GMT
Euribor Futures Softer As Markets Await BoE
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Euribor futures are -0.5 to -3.0 through the blues, with tepid demand at the latest 10-Year U.S. Tsy auction and some modest pressure for JGBs seen in the time since yesterday’s settlement.
Meeting Date | ESTR ECB-Dated OIS (%) | Difference Vs. Current Effective ESTR Rate (bp) |
Jun-24 | 3.682 | -22.3 |
Jul-24 | 3.618 | -28.7 |
Sep-24 | 3.429 | -47.6 |
Oct-24 | 3.355 | -55.0 |
Dec-24 | 3.206 | -69.9 |
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