Parking pre-CPI snapshots of key data points.
The next 75bps is locked in already; we’ll keep an eye on if today’s print makes the next raise 50bps more certain, or if there’s a move away from that. And same for the print after.
SpotGamma levels:
Vol trigger is 3800.
If the UK doesn’t manage to one-up itself on messing things up, whatever direction today shows could last for a few days.