Swaps - SEK

Industry groups warn of “large, volatile, and unpredictable price differences" in the EUREX/LCH basis if firms are forced to clear in the EU.

Big syndicated supply has arrived, bringing a €85bn 10y Spanish orderbook. Eurex has plans for STIR, while EU wants to improve liquidity.

Today's ECB decision is on a knife-edge as traders ask will they or won't they in the wake of the Credit Suisse fallout.

Eurex announced the introduction of a 'minimum day rule' for bonds deliverable into the exchange’s German, Italian, French and Spanish bond futures.

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.

Slivers of hope from Russo-Ukranian talks sparked a decent risk-on move in basis markets, flattening curves and bolstering supply.

After fizzling out in the second half of last week, cross-border issuance is taking its time to come alive. Basis swappers like 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.

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.

The BOE-convened working group on sterling risk-free rates has published a paper on swap fixes for legacy sterling LIBOR swaptions and CMS.

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