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.

20th November 2018

Interest rate

The Eonia settled yesterday at -0.362.

  • Today is Tuesday MRO day. Maturities total €7 bn. Autonomous factors are again estimated to be up, at €1.386 tn from €1.35 bn last week. Results of the refi operation will be released at 11:30.
  • There won’t be many major economic publications this week. We will have to wait until Friday for the release of the Markit PMIs (preliminary November).

Today there will be October PPI in Germany.

  • In sovereign debt auctions today, the ESM will issue on 6 months, Spain on 3 and 9 months and Finland on 2023 and 2047.

 

Weekly letter HPC 19th  November 2018.

 

 

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