RESEARCH
AND ANALYSIS

Logiciels

Pricers

OTCex Group constantly develops and maintains many integrated pricing systems in order to evaluate the most complex and often less liquid financial instruments. Bolstered by this work, we are able to offer our clients higher value-added strategies for innovation.

OTCex Group is capable of responding to the sort of problems seen in equity derivatives, interest rate swaps, govies, swaptions, inflation, etc.

18th July 2019

Interest rate

The Eonia settled yesterday at -0.370.

  • The Beige book, published by the Fed yesterday evening, shows a still positive economic outlook in the United States, despite the worries about the possible negative impact from trade tensions. However, the FOMC will meet at the end of the month when markets expect it to lower benchmark interest rates.
  • The main data publications will be from the United States today, with the Leading index for June and the Philadelphia Fed’s Manufacturing index in July.
  • In sovereign bond auctions, Ireland will issue on 1 year, Spain on the long, France fixed rates on 2022 and 2025 and inflation-linked on 2028, 2029 and 2036.

 

Weekly letter HPC 15th of July 2019.

 

 

 

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