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The front end of the Eonia curve is...........>

EONIA
EONIA: The front end of the Eonia curve is marginally steeper in early Thursday
morning trade compared to Wednesday's close as markets react to sell-off in US
Treasuries and Eurodollars overnight. Looking ahead there is little data from
the Eurozone so attention likely to be on comments from ECB Weidmann at 0800GMT
and then Coeure at 1430GMT. Coeure comments should be of more interest as
Weidmann already gave an interview a couple of days ago. MNI PINCH see a 58%
chance of a 10bp hike in Dec, 1y/1y Eonia 0.1bp lower at -12.9bp & following
levels in short-end Eonia Curve.
* 6-mth unch at -0.346%
* 9-mth +0.1bp at -0.34%
* 12-mth +0.1bp at -0.333%
* 15-mth +0.1bp at -0.318%
* 18-mth +0.1bp at -0.295%
* 21-mth +0.1bp at -0.266%
* 2-yr +0.2bp at -0.232%
* 3-yr +0.5bp at -0.075%

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