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Basis Swaps: We love 2020! New normal emerges; SONIA talk

2020 means a new decade, and signs too of a new normal for a basis swap market that has been weird for most of the 21st Century. Traders eye SONIA.

EFSF on new 30y and why investors like long-end

The EFSF discusses its recently priced €3bn 30y and what motivated investors.

Basis Swaps: Flows lighten but issuance still strong

Issuance across the board remain strong but basis flows seem to have stepped back a touch as a bunch of significant pricings are awaited.

EUR Swaps: Fierce LCH/EUREX flow ignites CCP curve

Traders describe a fierce move in LCH/EUREX and speculated about the drivers

EUR New Issues: EFSF €3bn 30y; Sovereigns target 20y; EIB...

EFSF prices €3bn 30y; Sovereigns target 20y; EIB plans its second €STR-linked bond

GBP Swaps: Harry’s mini-tender; Rate cut doubt; 2054 vs 71

He’s a lumberjack and he’s not OK. That’s right, news that the Duke and the Duchess of Sussex are heading off to Canada has gilt bears in a tizzy.

Basis: New year comes early as optimism abounds; OIS clips

Optimism is a rare commodity in this troubled world, but the basis swaps market is positively abounding in it as new issuance has hit new year highs.

Basis: Cable seizes the day; EIB stands out in USD

The traditional busy January start to the new issuance markets has seen the GBP market emerge as the big out-performer of historical norms.

EUR New Issue Pipeline: Huge supply hits 5y to 15y sector

Today is expected to be one of the busiest days of the entire year for new issuance, with over a dozen names pricing across the 5y to 15y sector.

Swaps: EUR/USD basis at new all-time highs; Dollar fundin...

A low-volume market repricing pre-year-end has seen government bond yields soar across the world, while X-currency basis swaps hit all-time highs.