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EUR MTNs: Bank callables; SPIREs

Bank callables and a handful of SPIRE repacks made up the bulk of the week's structured notes.

EUR Vol: Bid across grid; Skew action; Callables and vega

Implieds were bid across the euro grid today and there was a pick-up in skew activity.

EUR Vol: Vega prints amid month-end flattening; Four key ...

Vega printed several times amid month-end flows and renewed bull-flattening. In research, JP Morgan identifies four key drivers of euro vol in 2022.

EUR Vol: Nudging higher again; Curve cap value

Euro vols were mixed with some pieces nudging higher.

EUR Vol: Rate, inflation fears support protection bid

Vol dealers today discuss the bid for protection from faster inflation and higher rates. However, illiquidity is making that protection hard to source

EUR Vol: 1m extends gains; Top left and right interest

The euro 1m expiries continued to post gains, while interest around the top left and right was reported.

EUR Vol: 1m gains; Top left caution

The 1m expiries found support, while some express caution about the top left.

EUR Vol: Softer across the grid

Euro vols are softer across much of the grid.

EUR MTNs: Callables; Repacks; Vol bond

A short list of deals during a volatile week includes callables, repacks and a rare vol bond.

EUR Vol: Rinsed but still not clean

Vol traders said that a bid that emerged late yesterday meant that today's gains were more modest, despite a plunge in 10s/30s.