Rates Spark: Economic Releases In The Driving Seat Today

Three Dimensional Graph Of Volatile Data From Sticks And Spheres

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By Antoine Bouvet, Benjamin Schroeder, Padhraic Garvey, CFA

Expect volatile markets in the run-up to central bank meetings

The closer markets get to this week’s central bank events, the more unpredictable day-to-day price movements will get. That said, we stick to

EUR 2s5s10s butterfly versus Estr in basis points; USD 2s5s10s Soft; GBP 2s5s10s Sonia

2s5s10s Butterflies Show Curves Geared Towards Rate Cuts, Prematurely In The Case Of The Euro Curve (Refinitiv, ING)

5-year USD swap, Sofr, in percentage; 5-year EUR, Estr; spread in basis points

5Y EUR Swaps Are Off Their January Lows But Should Climb Further, Especially Relative To Other Currencies (Refinitiv, ING)

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