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.

13th September 2018

Interest rate

The Eonia settled yesterday at -0.371.

  • The Fed’s Beige Book, published yesterday evening, shows a moderately growing economy. Although US corporations are increasingly worried about trade tensions, a rate hike in two weeks appears to be in the bag.
  • The ECB will meet this afternoon. Keep an eye out for the new economic growth forecasts and how Draghi plays the question-and-answer session when he will be asked, among other things, about trade war and Italian debt.
  • In data publications today, there will be the final August inflation figures for Germany, France and the United States.
  • In sovereign bond auctions, Italy will again issue, this time on 2021, 2025 et 2048 and Ireland (which issues less frequently) on 10 years.

 

Weekly letter HPC 10 September 2018

 

Newsletter

WANT TO READ US ?