Structures - EUR
EUR MTNs: Callables; Long vanilla
A short list of standout MTNs over the last week includes a handful of callables and a few long vanilla deals.
EUR MTNs: Handful of callables; Long vanilla
Euro MTN issuance has got off to a gradual start in 2021 with just a handful of callable deals and a few long vanilla notes emerging so far.
EUR Vol: Clients snub 30y gamma; Doubts about callable su...
Accounts snub 30y euro gamma protection and traders debate the scope for callable supply.
EUR Vol: USD drop dents vega
Vols are lower after after euro swaps kept a tight range and following a recent drop in USD vega.
EUR Vol: Top right firms; Repacks
The top right of the euro vol grid firmed. New issuance brings a few repacks.
EUR MTNs: Repacks; Credit-linked CMS
A shrinking list of structured notes for Christmas includes more repacks, some credit-linked CMS trades and just two callables.
EUR MTNs: KfW and IBRD callables; SPIREs; CMS
A range of deals being delivered just in time for Christmas includes long callables, repacks and credit-linked CMS structures.
EUR MTNs: More bank callables; SSAs; SPIRE
A long list of structured deals this week includes bank callables, SSA callables and repacks.
EUR MTNs: Callables; Italy FRN; Long vanilla
Deals over the last week include callables from KfW and NedWaters, a floating MTN from Italy and a smattering of long vanilla notes.
EUR Vol: Bottom left feels the heat; Vol fall to halt cal...
A quiet final couple of sessions to the week saw the focus firmly on bottom-left selling. Barclays says callable supply is to slow.