欧洲央行-欧洲央行货币分析师调查（英）-2024.7-6页

ECBSurveyofMonetaryAnalysts(SMA)–July20241ECBSurveyofMonetaryAnalysts(SMA)July20241KeyECBinterestrates,marketratesandmarketconditions1.1Inthefirstpartofthetable,pleaseindicateyourinterestrateexpectationsforthereservemaintenanceperiodfollowingtheGoverningCouncilmeeting.Inthesecondpart,pleaseindicatetheexpectedvalueattheendofthequarter.Thelongrunshouldbeinterpretedasthehorizonoverwhichtheeffectsofallshockswillhavevanished.Please,omitthe%-signwhenenteringthedata.DFRMROMLF€STR3-monthEURIBORGoverningCouncilmeetings(%p.a.)(%p.a.)(%p.a.)(%p.a.)(%p.a.)Jul-24Sep-24Oct-24Dec-24Jan-25Mar-25Apr-25Jun-25Quarters2025Q32025Q42026Q12026Q22026Q32026Q42027Q12027Q22027Q32027Q4LongrunLongrunECBSurveyofMonetaryAnalysts(SMA)–July202421.2PleaseindicatethepercentageprobabilitiesthatyouattachtothefollowingpossiblechangesintheDFRatthenexttwoGoverningCouncilmeetings.Foreachrow,thepercentageprobabilitiesmustaddupto100%.Omitthe%-signwhenenteringthedata.<-75bps-75bps-50bps-25bps-10bps0bps10bps25bps50bps75bps>75bpsDFRJuly2024meetingSeptember2024meeting1.3Pleaseindicateyourexpectationsfortheswaprateorbondyieldofthefollowingfinancialinstrumentsattheendofthestateddates.Omitthe%-signwhenenteringthedata.10-yearOIS(basedon€STR)German10-yeargovernmentbondFrench10-yeargovernmentbondItalian10-yeargovernmentbondSpanish10-yeargovernmentbond(%p.a....