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Generally a little higher this morning

STIR FUTURES
  • Euribor futures have seen the biggest flattening of the curve with Whites flat to a little lower but from the Sep/Dec-24 contracts onwards we have seen a richening with Greens / Blues around 3.5-4.0 ticks higher on the day.
  • SONIA futures have seen Whites little changed too with the rest of the strip generally 1.5-2.5 ticks higher on the day.
  • SOFR futures flat to 1.0 tick higher in the Whites while the rest of the strip is generally 2.0 ticks higher on the day.

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