Total Derivatives

Swaps - EUR

Bund swap spreads fail to re-widen despite the risk-off backdrop. DB looks at ALM and negative convexity.

ZF Europe Finance is working on a four-part EUR benchmark deal. Also pricing are ADB, Credit Agricole, LBP Home Loan and UBI Banca.

China and the US combined are much, much more important than the EU and UK in economic terms, but traders, said minds are fixed on Brexit.

JP Morgan's co-head of EMEA rates, Tom Prickett, discusses recent developments in €STR trading and the prospects for the nascent benchmark.

Carnival, the world’s largest leisure travel company, has mandated BAML, BNPP, Citi, GS and NatWest for a EUR 10y.

Italian dollar supply weighed on the market, while high valuations made for toppy sentiment

EBRD, Ireland and Hypo Tirol are in the market today.

Aggressive receiving in long-dated 3s6s has pushed the basis to multi-year lows. LCH/EUREX was stable but some see a widening bias.

LBBW discusses its ambitions in the €STR swap market. Elsewhere, uncharacteristic bull steepening in long-end euros caught the eye of some traders.

First electronic €STR swap executed via Bloomberg MTF

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