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Futures up to 18 tick

EURIBOR
  • Euribor futures up to 18 ticks higher on the day post the ECB meeting with the Sep-23 contract the low in the curve at 97.155 at writing (after peaking at 97.18). This puts the terminal rate below 3%.
  • SONIA and Eurodollar futures both pulled higher. Eurodollar futures are back to around 1-2 ticks below yesterday's close while SONIA futures are up to 8 ticks higher across the curve.

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