1.27ish and the AUD/USD is soon sub 0.9 ... risk off indeed! (except the EUR/JPY is sub 120 which is extraordinary in a "risk off" environment ... pink flamingo? ...)
Anyone have a good Bloomberg ticker for tracking euro OIS spreads?
There's an FT article today saying they're blowing out to record levels (http://www.ft.com/cms/s/0/b76839c0-58a7-11df-a0c9-00144feab49a.html). I can't seem to find what they're looking at, b/c all the data I see shows much higher spreads in the last crisis. Smarter folks might have a better clue.
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Reply1.27ish and the AUD/USD is soon sub 0.9 ... risk off indeed! (except the EUR/JPY is sub 120 which is extraordinary in a "risk off" environment ... pink flamingo? ...)
Claus
Anyone have a good Bloomberg ticker for tracking euro OIS spreads?
ReplyThere's an FT article today saying they're blowing out to record levels (http://www.ft.com/cms/s/0/b76839c0-58a7-11df-a0c9-00144feab49a.html). I can't seem to find what they're looking at, b/c all the data I see shows much higher spreads in the last crisis. Smarter folks might have a better clue.
Gracias,
M
Goodbye to the "new bull market" too, MM? How do you say "carry trade unwind" in Greek and Portuguese?
ReplyKP is carving today against Pakistan in the 20/20, but the Aussies were a bit unconvincing yesterday (sorry, Skippy, couldn't resist).