jeudi 26 novembre 2015
Prospect of Dual ECB deposit Charges Send Short-term rates to new Lows
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Overnight bank to Bank Eonia lending r dated for ECB Dec 3 meeting fell below - 0.28 % .
Expectations of a further cut of DEPO to a -0.35% are clearly priced in.
Eonia pricing could also imply market expects a two-tier deposit rate : -0.20 / - 0.50
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