Swaps - USD
USD Swaps: No sigh of relief for banks just yet; A steepe...
Banking concerns continue to linger, fueling more UST bull-steepening which Deutsche Bank sees persisting.
USD Swaps: Bank CDS the latest attack vector as dollar de...
Bank CDS seem to be the latest attack vector with even Euro GSIB names sharply wider. Demand for expensive dollars has jumped and SOFRs are +30 ticks.
USD Swaps: Herd-like trading; Regional banks pressured; B...
USTs bull steepened further and despite Yellen assurances, the regional banking sector remained weak. Swap spreads narrowed. IG supply $13.65bn
USD Swaps: Steepener entrenched post-FOMC; 10y TIPS aucti...
USTs are mixed but the curve continues to steepen in the wake of yesterday’s FOMC decision. Dealers and sources preview today’s 10y TIPS auction.
EUR Swaps: Yields lower as sentiment sours
Euro fixed income rallied with sources blaming a combination of factors including a slight souring of sentiment.
USD Swaps: USTs slip; Banks on Fed's next moves
USTs have slipped from post-FOMC highs with yields 3-4bps higher as bank shares turn mixed. Ahead, banks look at the Fed's next moves.
USD Swaps: 25bps hike; Banking shares hit; Bull steepenin...
The Fed hiked 25bps and the UST curve bull steepened out. The banking sector was hit down into the close, with regional banks again under pressure.
USD Swaps: Slight bear flattening into FOMC; Surveys say…
USTs are bear flattening into today’s FOMC decision where expectations run the gamut. Banks share what their surveys say.
USD Swaps: Pre-Fed flattening; Brevan; Fed vs crisis
USTs are mildly bear-flattening ahead of the Fed as short gilts lead global fixed income lower. Brevan's feeder fund takes a small hit in March.
USD Swaps: Liquidity improves; IG supply; FOMC decision t...
Sources report better liquidity, but still far from normal. IG supply prices $5.75bn across nine issuers. Swap spreads widened.