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I had a interview question recently and a trader asked me , if we know the next 3 meetings date for BOE is Sep/24 , Nov/24 , Dec/24, how do I predict where futures should be trading if I personally expect the BOE to cut rates 25bps each meeting ? Where should the Sonia futures sep 24 and Dec 24 be trading ? How do i go about this ? I understand I have to boot strap the curve and find the DF but I don't know how to go about it.

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    $\begingroup$ Well assuming no intrameeting cuts you know what the sonia should be trading at post meeting up to the next meeting date. Its just a multiplication excercise then, right ? $\endgroup$
    – user68819
    Commented Sep 5 at 7:19

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