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SONIA futures down up to 7 ticks post-BOE

BOE
  • SONIA curve sees Jun23, Sep23 and Dec23 contracts all down around 6-7 ticks versus 2 mins prior to the decision with the rest of the curve 2-4 ticks lower.
  • 2-year gilts up around 2bp at writing in same timeframe, but still 8.5bp lower on the day.

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