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.

24th May 2018

Interest rate

The Eonia settled yesterday at -0.365.

  • The minutes of the last FOMC meeting, released yesterday evening, lead one to believe that the Fed may let inflation exceed somewhat its 2% inflation target without changing its monetary tightening guidance (another two to three rate hikes by the end of this year).
  • Following the publication of the FOMC’s minutes yesterday, the ECB will release the account of its last monetary policy meeting at 1:30 pm today.
  • The Markit PMIs (preliminary) released yesterday in the eurozone are indeed consistent with the latest economic figures and slowing of corporate executive confidence in May. Consumer confidence is going is the same direction. It was expected at 0.5, and came to 0.2.
  • ECB Executive Board member Benoit Coeuré, who was decidedly optimistic, now says economic growth is clearly slowing.
  • We will be looking forward today to the final Q1 GDP figure from Germany today.

 

Weekly letter 14th of May 2018

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