Swaps - SEK
Eurex announces minimum day rule for EGB futures from Jun...
Eurex announced the introduction of a 'minimum day rule' for bonds deliverable into the exchange’s German, Italian, French and Spanish bond futures.
GBP Swaps: Trusst issues; 5y ASWs collapse; 10y CTD confu...
GBP hit post-1985 lows and gilt yields multi-year highs as Truss-Kwarteng economics arrived. The 5y gilt yield rose as much as 60bps on a crazy day.
Basis Swaps: Risk-on in front-end leads flattening
Slivers of hope from Russo-Ukranian talks sparked a decent risk-on move in basis markets, flattening curves and bolstering supply.
Basis: Slow start as six-week sprint eyed; NOK talk
After fizzling out in the second half of last week, cross-border issuance is taking its time to come alive. Basis swappers like NOK.
Basis Swaps: Mystery steepening amid pre-ECB calm; More NOK
New issuance has thinned out as the ECB takes centre stage. But basis swappers are intrigued by long-end steepening. BNPP eyes JPY/USD tightening.
EUR Swaps: Bunds lag in rally; €800bn NGEU can swap
Bunds lagged rallies in USTs and gilts but yields still fell in a market seemingly content to oscillate. The NGEU has been cleared to swap by the EC.
BOE RFR WG on swap fixes for legacy GBP LIBOR swaptions a...
The BOE-convened working group on sterling risk-free rates has published a paper on swap fixes for legacy sterling LIBOR swaptions and CMS.
Basis: NOK action as ultra EUR/USD flows ebb
A good start to 2021 in new issuance and basis is ebbing, allowing Scandi supply to creep to the fore. RBC looks at three key 5y sectors.
Basis: GBP frenzy continues; NOK rocks! 5y EUR/USD busy
GBP continues to work for issuers and investors and sterling supply is at historical highs. NIB explains why it likes GBP. And NOK is also doing well.
Eurex Clearing: EONIA to €STR switch set for Oct 2021
Eurex Clearing today announced that EONIA will switch to €STR on October 15 2021, following a short consultation with the market.