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.

21rd March 2019

Interest rate

The Eonia settled yesterday at -0.371.

  • The Fed held its monetary policy meeting yesterday. It announced it would stop the reduction of its balance sheet in September, which is earlier than the markets had expected, and that it may increase rates one more time, in 2020, which is later than these same markets expected. 
  • After the Fed yesterday, the BOE will hold its monetary policy meeting today. The ECB will publish its Economic Bulletin, a rundown of economic and monetary conditions, at 10:00 this morning.
  • In data publications today, there will be March consumer confidence on the eurozone, the Philadelphia Fed’s manufacturing survey for March and the February leading indicator in the United States.
  • In sovereign bond auctions, there will be long long issues:
    • Fixed rates in Spain on 2021, 2029 and 2040 and in France on 2022, 2024 and 2025.
    • Inflation-linked with France on 10 years.

 

Weekly letter HPC 18th of March 2019

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