Swaps - EUR

EUR New Issues: EssilorLuxottica €4bn, CNP 30y green

EssilorLuxottica is pricing a €4bn three-part tranche. French insurer CNP targets 30y with a new green bond.

EUR Swaps: EONIA/BOR steepness; Liquidity and ASW correla...

EONIA/BOR is down again as some find the curve too steep. Improved swap liquidity is strengthening the negative correlation of ASWs, argue some.

EUR Swaps: Long EONIA/BOR tighter amid ISDA report

ISDA’s report on LIBOR fallbacks has seen a sharp tightening in long-dated SONIA/BOR and – to a lesser extent – tightening in long-dated EONIA/BOR.

Eurex clears its first €STR swap trades

Eurex today cleared its first €STR swap trades.

EUR Swaps: Fallback view; Less US hedging?

Core euro curves are a touch higher today, echoing USTs. €STR lower but some remain wary. Barclays suggests that US names may be less keen to hedge.

EUR Swaps: German data dampens but prospects brighten; Du...

A combination of gloomy German growth figures and escalating uncertainty in Hong Kong pushed the Bund future higher.

EUR New Issue Pipeline: Slowing down after surge

After a couple of days of gushing issuance activity, EUR bond supply is beginning to calm down.

EUR Swaps: Trump makes risk-off return; Long end receiving

The Bund was up and the curve flattened in a risk-off correction to the bear steepening of recent days after President Trump's comments.

EUR New issue pipeline: Full to bursting

The pipeline of EUR new issues is full to bursting.

EUR Swaps: Supply backs Bund-bear view

Speculation that Bunds are set for a rise in rates from their current miserly level are supported by heavy supply, say traders.