Structures - EUR

EUR Vol: Wariness of selling top right; CMS1010

Some traders remain wary about selling top right gamma. New deals include a CMS1010. Citi looks at EUR vs USD vega.

EUR MTNs: More callables; SPIRE repacks

Callables and repacks continued to print over the last 10 days as spreads increased, in spite of the chaos.

EUR Vol: Lockdown hits vol desks

Increasing remote working was affecting the vol market, traders warned today. In research, Barclays looks at even lower for even longer.

EUR MTNs: Callables; CMS; Repacks; Century

Despite a wild ride in rates, vol and credit over the last 10 days, a handful of structured deals printed plus a vanilla century bond.

EUR MTNs: A handful of callables; Schuldschein

Massive volatility in spreads and rates slashed the pace of MTN issuance this week and also weighed on the public market.

EUR Vol: Clients active; Regional banks may face callable...

Clients have been more active in euro vol today. Elsewhere, regional banks could be facing callable losses from the €STR transition.

EUR MTNs: More FIG callables; CMS; SPIREs

Viral volatility has curtailed new issuance. However, over a two-week window the market has seen some bank callables, CMS and repacks.

Banks battle it out for €STR compensation

The switch from EONIA to €STR discounting threatens to create big windfalls vs losses across EUR interest rate option desks.

EUR MTNs: Callables keep coming

New structured euro issuance is dominated by callables, with JP Morgan the most active over the past week.

EUR MTNs: More bank callables; Repacks

MTN issuance included more bank callables, a handful of repacks and a few long vanilla bonds print over the last week.