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.

10th January 2019

Interest rate

The Eonia settled yesterday at -0.365.

  • The minutes of the last FOMC meeting confirmed the Fed’s more dovish language in recent week. The American central bank will take a more patient approach toward future rate hikes.
  • In data publications today, there will be November factory orders in France. December consumer confidence, released yesterday, was down sharply (to 87 from 91). Not really surprising! Germany’s trade surplus grew to €20.5 bn, from the previous figure of €18.3 b, but that does not change the ongoing slowdown. The hike in the trade surplus stems from the steeper decline in imports than in exports.
  • In sovereign debt auctions, Italy will issue on 1 year for €7 bn and France on 2028, 2034 and 2048.

 

Weekly letter HPC 7th of January 2019

 

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