Swaps - BASIS SWAPS

Basis: Cable move led by 7y; Supply prospects; Huarong

Price action in cross currency basis today has seen the cable curve head lower, while EUR/USD is pretty flat despite EUR supply.

ISDA confirms median estimate and 5y lookback for LIBOR f...

ISDA has confirmed that it will use a median estimate and a 5y lookback for LIBOR derivative fallbacks.

Basis Swaps: EUR/USD focus shifts to belly

EUR issuers looking to swap to other currencies have shifted their gaze from the 12y sector, re-focusing on the belly.

Basis: EUR issuance booms; Cross-market warms up

A busy day of new issuance after the slight lull for holidays yesterday saw the cross-currency basis swap market active again.

Basis Swaps: Apple’s herring rouge; Post-BT bounce

A day of hefty, but less-frantic-than-earlier-in-the-week, EUR issuance activity saw Apple in the spotlight with a sizeable issue.

Basis: China blockbuster! But why? Busy EUR

The busiest day for EUR issuance since September saw the EUR/USD basis swaps curve find itself under downwards pressure in the morning.

EUR New issue pipeline: SEB, DZ, RBS, Colgate-Palmolive

A range of issuers lining up euro deals this week included SEB, DZ, RBS and Colgate-Palmolive.

Asia-Pacific MTNs: Kangas; Equity linked Uridashis

Listing of non-government issued bonds from the Asia Pacific markets over the past week.

Basis: 30y, 10y EUR/USD flows; Clearing talk

Traders reported good 10y and 30y EUR/USD flow this morning, while elsewhere they were sceptical about Eurex's clearing breakthrough.

EUR New Issue Pipeline: BPCE and Daimler; China eyes mult...

Expected to price today are BPCE and Daimler. China has mandated banks for a EUR multi-tranche bond deal.