На информационном ресурсе применяются рекомендательные технологии (информационные технологии предоставления информации на основе сбора, систематизации и анализа сведений, относящихся к предпочтениям пользователей сети "Интернет", находящихся на территории Российской Федерации)

#swap

Andy Robertson and Virgil van Dijk reunite as Liverpool swap bases – Liverpool FC

It’s been more than nine months since Andy Robertson and Virgil van Dijk lined up alongside one another, but the moment is drawing ever closer – much to their, and the fans’, delight. The two have forged a formidable partnership on the left side of Liverpool’s defence, but it’s one that was... Далее

In An Unexpected Outcome, Trump Tax Reform Blew Up The Treasury Market

Over the past week we have shown on several occasions that there once again appears to be a sharp, sudden dollar-funding liquidity strain in global markets, manifesting itself in a dramatic widening in FX basis swaps, which - in this particular case - has flowed through in the forward discount for... Далее

Global Liquidity Crisis Is Over... Dollar Shortage Suddenly Disappears

Remember last week when the world was desperately willing to pay excessive spreads to get their hands on dollar liquidity (the worst liquidity crisis since the European crisis)...   Well that's all over now! EUR-, JPY-, and GBP-cross currency basis swaps have suddenly snapped higher (less... Далее

There's Never Been A Worse Time For A European Investor To Buy US Treasuries

Since the common currency's inception in 1999, the EUR-hedged yield 'offered' to European investors from investing in US Treasuries has never been worse... As Bloomberg notes, for European investors using swaps to protect against currency swings, the benchmark 10-year U.S. yield fell Friday on a... Далее

WTF Chart Of The Week

Authored by Jeffrey Snider via Alhambra Investment Partners, Back in early October, I noted that repo fails had jumped above $250 billion (combined “to receive” and “to deliver”) for three weeks straight. That wasn’t an auspicious result, as sustained collateral problems like that don’t correlate... Далее

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