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  • 3x6 FRA-Mosprime spreads have continued to narrow this morning, despite comments from Nabiullina warning on the risks of “underestimating the sustainable character of inflation.”
  • Nabiullina also noted that expectations remained de-anchored and that CPI would only return to the 4% target by end-2022.
  • 3x6 FRA-Mosprime spreads have narrowed an additional -15bp today, now hovering around +85bp down from a peak at +178bp last monday.
  • Similarly, forward rates in SA have also dipped -8bp today to hold around +30bp, down from +52bp prior to the discovery of the Omicron Variant.
  • 3x6 FRA-Mosprime Spread