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Pre-US CPI rundown

STIR FUTURES
  • Eurodollar futures almost back to yesterday's close - Whites/Reds a little lower, Blues a little higher.
  • Euribor Whites/Reds higher on the day now, Blues marginally lower.
  • SONIA strip unch to a little lower on the day.
  • Earlier all STIR strips were lower.

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