GBP Swaps: Longs to the slaughter

• Published 11 Oct 2019 15:37

Traders were as stressed as the brains behind the LibDem ‘Remain’ strategy today as fears/hopes/expectations of a Brexit breakthrough went stellar.

Basis: SOFR mania; Italy whopper drives EUR/USD

• Published 10 Oct 2019 13:25

An impressively busy day once more for new issuance saw the shadow of Italy’s $7bn 3-part cast over much of the curve.

GBP Swaps: 10s/30s steepeners gather pace

• Published 03 Oct 2019 15:54

Persistent weakness in equity markets, which came despite a lack of obvious trigger, has finally coincided with lower yields.

Basis: 7y EUR popular; Cable rests; JPY focus

• Published 01 Oct 2019 12:57

Tuesday ticked over quite nicely in cross-currency basis swaps, without anything happening to scare the horses too much. 7y EUR/USD is busy.

Basis: Brexit? What Brexit? GBP issues boom

• Published 26 Sep 2019 15:23

GBP Swaps: Long end receiving; Deja vu

• Published 25 Sep 2019 16:09

GBP Swaps: Dovish tune; SONIA-BOR off lows

• Published 19 Sep 2019 16:37

GBP Swaps: 2054 thrives in lively session

• Published 10 Sep 2019 16:22

GBP Swaps: Tricky auction; Big 20y flow

• Published 05 Sep 2019 17:43

GBPi: Brexit drives as RPI response looms

• Published 02 Sep 2019 16:31