Euro (EUR)

EUR Swaps: Risk-off rally extends; Flatteners eyed

The risk-off rally has extended for a second session.

USDi: BEs still stuck in bear steepening abyss at month-e...

With all the card stacked against it today, BEs continued falling into the bear steepening abyss today with little aid from month-end index demand.

EURi: Pain as inflation run over in one-way traffic

Some EUR inflation traders were less-than-happy-bunnies today after French HCPI surprised by coming in very slightly below forecast.

EUR Swaps: Risk-off as stocks plunge; 2023 Bund supply

A global risk-off move has sent the Bund and Euribors sharply higher, while the swap curve is steeper.

USDi: BE stuck in bear steepening spell as rebalancing co...

BEs remained under bear steepening pressure, extending their recent rout as rebalancing flows continue to pressure TIPS.

EURi: German data misses but 5y5y leads drop

Weaker-than expected German inflation data was followed by odd moves along the inflation curve with EUR 1y up and 5y5y down.

EUR Swaps: HICP mixed; ASWs wider as deals halt; Barclays...

Inflation data was mixed with Germany printing lower than expected, while Spanish inflation soared. Bund ASWs have widened as issuance stalls.

USDi: Risk-off nemesis hits BEs again; Attractive valuati...

Risk-off sentiment once again hits BEs with valuations now looking attractive at the front-end to some.

EUR Vol: Gamma stays firm as realized runs high

Euro implieds were bid again amid another day of high realised.

EUR Swaps: Bund drops; Lagarde; Seasonal flatteners?

The Bund took another hit today and Euribors stayed under pressure as Lagarde spoke in Sintra. JPM suggests seasonal flatteners.