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COLOMBIA

Scotiabank Economists Anticipate Rates Pause In March

AUDUSD TECHS

Resumes Its Uptrend

US STOCKS

Late Earnings

FOREX

USD Index Hovering Close To Cycle Lows Approaching US GDP Data

US TSYS

Late SOFR/Treasury Option Roundup

CANADA

CIBC: BoC On Hold Through 2023 Before Gradually Cutting 2024

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What's priced in?

STIR FUTURES
Homepagemarkets-real-timeBulletMarketsFixed Income NewsForeign Exchange News
  • Moves in Euribor and SONIA futures are 1-3 ticks higher across the strip this morning while the Eurodollar strip has move 1.0-1.5 ticks lower for Whites but the rest of the strip is flat to 0.5 ticks higher on the day.
  • There is around 57bp priced in for the Fed's December meeting with 97bp cumulatively priced by February, 116bp by March and a peak of 126bp priced by June. The curve then inverts, falling to 95bp by the end of 2023.
  • For the ECB there is 65bp priced for the December meeting with a cumulative 105bp priced by February, 131bp by March and 162bp priced by September 2023.
  • For the BOE, there is 64bp priced for December, 107bp by February, 144bp by March and a peak of 167bp by June.
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  • Moves in Euribor and SONIA futures are 1-3 ticks higher across the strip this morning while the Eurodollar strip has move 1.0-1.5 ticks lower for Whites but the rest of the strip is flat to 0.5 ticks higher on the day.
  • There is around 57bp priced in for the Fed's December meeting with 97bp cumulatively priced by February, 116bp by March and a peak of 126bp priced by June. The curve then inverts, falling to 95bp by the end of 2023.
  • For the ECB there is 65bp priced for the December meeting with a cumulative 105bp priced by February, 131bp by March and 162bp priced by September 2023.
  • For the BOE, there is 64bp priced for December, 107bp by February, 144bp by March and a peak of 167bp by June.