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last fixed at -0.3700% down from -0.3680%.....>

EONIA
EONIA: last fixed at -0.3700% down from -0.3680% with volume at EUR1.6bln down
from EUR1.7bln. Excess liquidity stands at EUR1,893bln.
- The EUR OIS curve has marginally steepened ahead of this week's ECB meeting.
Forwards have pushed up over the last week with the 2y1y up 5bps. This in part
reflects a pullback from excessively dovish medium-term rate expectations. 
- Inflation markets have similarly rebounded, with the EUR 5y5y forward
inflation and German 5-year breakeven surging over the past week.

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