EURIBOR: EURIBOR FIX - 20/02/25

Feb-20 10:04

EURIBOR FIX - EMMI/Bloomberg

  • EUR001W 2.6340 -0.0180
  • EUR001M 2.6530 0.0120
  • EUR003M 2.5340 0.0050
  • EUR006M 2.4600 -0.0140
  • EUR012M 2.4460 -0.0010

Historical bullets

US TSY FUTURES: TU/TY Flattener Blocked

Jan-21 10:04

Latest block trades lodged at 09:39:07 London/04:39:07 NY:

  • TUH5 5,597 lots blocked at 102-24+.
  • TYH5 2,592 lots blocked at 108-25+.
  • Would guess a curve flattener given the TY leg traded further through the offer than the TU leg and the 2s7s spread has flattened ~1bp over the last 30 minutes.
  • 2s7s now ~12bp off the early '25 closing high, last 21.6bp.
  • Looks slightly mis-weighted compared to the CMEs recommended 2:1 ratio, with a bias towards the TU leg.

Fig. 1: US. 2-/7-Year Tsy Yield Curve (bp)

US2s7s210125

Source: MNI - Market News/Bloomberg

MNI: GERMANY ZEW JAN ECONOMIC EXPECTATIONS 10.3

Jan-21 10:00
  • MNI: GERMANY ZEW JAN ECONOMIC EXPECTATIONS 10.3
  • MNI: GERMANY ZEW JAN CURRENT CONDITIONS -90.4

MNI: RPT INVITATION: MNI Webcast with ECB Frank Elderson On Feb 12

Jan-21 10:00

You are invited to listen to an MNI Webcast with Frank Elderson, Member of the Executive Board of the European Central Bank.

Details below:

  • TOPIC OF DISCUSSION: 'Climate Change: Impact on Monetary Policy & Bank Supervision'
  • DATE: Wednesday 12 February
  • TIME: 10 am to 11:15 am London time / 11 am to 12:15 pm Frankfurt time
  • This event is on the record and will run as a Zoom Webinar

To register please go to: MNI Webcast Registration