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Reporting firms’ non-compliance is often caused by inadequate or under-resourced, or poorly-performing systems. This non-compliance can be identified by an internal audit, regulatory consultant audit or by an on the ground audit by the regulator itself. If you don’t have the data needed to comply, then Forensyx is the solution for you.

 

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USD Swaps: Busting through upper end of rate range; Spreads follow

The belly of the Treasury curve broke through the upper end of the rate range, with a strong 11-15bps move to still higher yields. For those who thought that Treasuries were already over its skis in terms of the selloff last week, today’s price action was a head-scratcher. “It is strange times. Yields had already looked high before, especially with the backdrop of possible recessionary headwinds,” suggested one source.

 

The 10y note yield is last 14.3bps higher at 2.14% while 5s30s is last 2.3bps flatter at 38.4bps and 2s10s 3.5bps steeper at 27.7bps. Meanwhile, the energy complex took another down leg (WTI -6.8%, Brent -6%), sending the front end of the TIPS BE curve down 7bps while the belly of the BE curve also dropped around 2bps. Equities ended lower (DJIA 0%, S&P -0.74% and Nasdaq -2.04%).

USD Vol: Breakout higher in yield drives vol higher; Payers, CFS bid

 

Treasuries yields have grinded higher into a double digit move, with yields 9.5 to 14.5bps higher on the day, led by the 7y. Meanwhile, energy has sunk lower (WTI -6.6%, Brent -6.1%) and equities are now lower, erasing earlier gains (DJIA -0.1%, S&P -0.87% and Nasdaq-1.86%). The vol surface is higher with the large realized selloff out of the recent range. 3m expiries are roughly 2.5 to 5 normals firmer, with the firming led by the belly 5y to 10y. 1y expiries are roughly 1.5 to 3 normals, led by the left. Further out, long expiries are 0.2 to 0.5 normal higher.

 

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