Swaps - EUR
EUR Swaps: EONIA-BOR in; ECB signals buy BTPs?
Stocks, Bunds and Treasuries are all ending the month on a weak note. EONIA-BOR tested new tights after yesterday's ECB meeting. Banks look at BTPs.
EUR New issues: Ile-de France Mobilities
A short Friday list of new deals includes an upcoming 15y from Ile-de France Mobilities.
BTPs and OATs gain as ECB signals December move
BTPs and OATs gained after the ECB signalled its openness to expanding the PEPP in December.
EUR Swaps: 3s6s on move again; Limited ECB expectations
Ahead of the ECB popular opinion suggests there is little the central bank can do right now that makes a difference. 3s6s tightening marches on.
EUR New Issues Pipeline: Slim pickings
The ECB meeting, rampant corona, and school holidays led to a lightweight morning of EUR issuance, with four deals worth €500m or more.
USD Swaps: S&P plunge fails to lift; DB's big VaR change
Plunging stock indices in Europe and US have so far failed to lift Treasuries. In the news, DB confirms a big, ECB-approved change in its VaR model.
EUR Swaps: Sharp flattening; Positioning matters
A sharp flattening occurred in euros today, while dealers discuss how positioning could shape upcoming moves.
EUR New Issue Pipeline: 8y-15y sector targeted
The 8y-15y sector is being targeted today for euro new issues.
EUR Swaps: 6m Euribor drops below depo rate
The front-end was in focus today as 6m Euribor fixed below the depo rate for the first time.
EUR Swaps: EIB and World Bank eye issuance; BTPs perform ...
EIB and World Bank announce plans to issue, while still in the wings is the next SURE syndication.