Euribor
Dealers anticipate further Eonia volatility
Fasten your seat belts
Fears of rising interest rates spurs switch and floored note issuance
As investors seek protection against interest rate rises, Bank of America Merrill Lynch and Morgan Stanley are among the banks responding with rates products offering minimum returns.
Surviving the liquidity squeeze
Excess liquidity in the euro funding markets halved at the beginning of July, causing Eonia to leap higher. The extent of the move surprised traders and caused problems for some participants. Christopher Whittall reports
ECB may extend full allocation tenders into 2011
Any withdrawal of liquidity by the ECB at year-end would cause major uncertainty, say bankers
EBF expansion of Euribor set to increase euro benchmarks gap
Changes are planned to a key euro rates benchmark - and it could have a number of knock-on effects.
Scaling the peaks on 3s/6s basis
Some banks are drawing attention to a widening in the basis between three-month and six-month Euribor, as financial institutions are forced to use longer-term funding to eliminate mismatches on their balance sheets. How are banks responding? By Duncan…
The simple life
Structured products
Technical problems affect LIFFE futures trading
Technical problems yesterday morning caused the London International Financial Futures and Options exchange to halt trading of its Euribor and CAC40 futures products.