#XCCY - Twitter Hashtag

NeutralEmpiricalFinanceNews @RossFinanceNews

about 1 year ago

An actual applied Bayes FX forecast model on African countries, "How to research (#academic) - report (#practitioner) mathematics" #bayesian #prior #IMF - implemented at the countries locally. #financialeducation #gs #intern #citadel #fx #xccy #gibbs - https://t.co/rn9W36z3JO

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NeutralEmpiricalFinanceNews @RossFinanceNews

over 1 year ago

@FraydaLemu43900 @SCOTTADAMS77 @U_0020 You realise #StockToWatch #meme #yolo - that all that happens here is allowing an additional metric for liquidity and #xccy swap to a G7 currency? Like #JPM has done since 7/8 years already?

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NeutralEmpiricalFinanceNews @RossFinanceNews

over 1 year ago

@RagnarSkjold @RampCapitalLLC I'm an ex-head of the front office in a large bank in the UK. Tariffs harm globally. You increase geopolitical risk, strengthen other countries who now cut deals cheaper with each other (lot of #xccy FX swaps) and especially #thepoor in #usa will suffer. Rich will buy up CMBS.

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NeutralEmpiricalFinanceNews @RossFinanceNews

over 1 year ago

Enhance your #TradingSignals by learning to implement #bayesian #bayesianmethods #priors - #hedgefunds #xccy #gibbs #inferencing #quant https://t.co/q2g1LF4TyJ

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NeutralEmpiricalFinanceNews @RossFinanceNews

over 1 year ago

#BayesianTrading #QuantitativeFinance #BayesianInference - how to implement a #Bayesian sauce over a #FXTRADING #xccy #trading strategy #currencypairs in #africa; #stockstowatch #TradingSignals #fxtrading #fxdesk #gibbssampling; - amazon link : https://t.co/rCwRj6RNKN

RossFinanceNews's tweet photo. #BayesianTrading #QuantitativeFinance #BayesianInference - how to implement a #Bayesian sauce over a #FXTRADING #xccy #trading strategy #currencypairs in #africa;
#stockstowatch #TradingSignals #fxtrading #fxdesk #gibbssampling; - amazon link : https://t.co/rCwRj6RNKN https://t.co/yoyU9F5mnj

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NeutralEmpiricalFinanceNews @RossFinanceNews

over 1 year ago

#FXtrading @Ex_ma_banker @TSFX_forex #FXPAIR #EURHUF #USDHUF Fact #fxtrading or #xccy trading is easy at macro level? https://t.co/GrYqBjP75c And learn it here; funds to educational charity and uni's https://t.co/HuKGvUEB8Z #gs #wsb #trading #jpm #citadel #StocksInFocus

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Paul Dobson @paul_dobson

almost 4 years ago

@markets Handy hint -- Bloomberg Terminal users can find post-Libor #xccy rates using {ICVS 90 <GO>}

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Paul Dobson @paul_dobson

almost 4 years ago

Concerns about a year-end funding crunch are building in cross-currency basis #swaps: https://t.co/YsMXBxzjFb via @markets #forex #xccy

paul_dobson's tweet photo. Concerns about a year-end funding crunch are building in cross-currency basis #swaps: https://t.co/YsMXBxzjFb via @markets #forex #xccy https://t.co/ak1siFnmKA

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Nick Reece

@nicholastreece

about 4 years ago

The dollar may not durably weaken until Fed swap lines are activated in a global recession: #fed #federalreserve #usd #dollar #swaplines #xccy

nicholastreece's tweet photo. The dollar may not durably weaken until Fed swap lines are activated in a global recession:

#fed #federalreserve #usd #dollar #swaplines #xccy https://t.co/BoNqlvRASs

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LCH @LCH_Clearing

about 5 years ago

#LCH #SwapAgent continued its strong growth trajectory in Q2, with new #XCCY trade registrations up 146% on Q1 and $2.7trn notional registered at the end of the quarter. See our latest dashboard for highlights.

LCH_Clearing's tweet photo. #LCH #SwapAgent continued its strong growth trajectory in Q2, with new #XCCY trade registrations up 146% on Q1 and $2.7trn notional registered at the end of the quarter. See our latest dashboard for highlights. https://t.co/Nge5aA3Ws0

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Invariant Perspective @InvariantPersp1

over 6 years ago

#recession ... #Global $USD #Liquidity #Squeeze edition Plunging #UST #Yields, spiking #Repo #Rates, tanking #FX #Xccy #Swaps & planning for more #QE: Sept 2011 or Sept 2019? 🤔 "Those [i.e., #Fed] who don't understand the past are condemned to repeat it" https://t.co/dHpkxuYnHk

InvariantPersp1's tweet photo. #recession ... #Global $USD #Liquidity #Squeeze edition

Plunging #UST #Yields, spiking #Repo #Rates, tanking #FX #Xccy #Swaps & planning for more #QE:
Sept 2011 or Sept 2019? 🤔
"Those [i.e., #Fed] who don't understand the past are condemned to repeat it"
https://t.co/dHpkxuYnHk https://t.co/q2NciGbCnX

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ANZ_Research @ANZ_Research

about 8 years ago

Back to #basis. New highs for the 1 year cross currency basis. #AUD/USD #xccy @martin_whetton

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Martin Whetton @martin_whetton

about 8 years ago

We did a conference call for borrowers and investors today on the moves in the front end of the AUD rates market. "Broken pipes: Front end redux". Please contact your ANZ coverage for recorded replay details. #BBSW #repo #Xccy #funding

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Andreas Steno Larsen

@AndreasSteno

over 8 years ago

$USD #xCcy The 5y DXY xCcy basis is still behaving pretty much as expected, judged from the recent correlation with the amount of USD liquidity. So... expect USD liquidity to get substantially more expensive - very soon.. @enlundm

AndreasSteno's tweet photo. $USD #xCcy

The 5y DXY xCcy basis is still behaving pretty much as expected, judged from the recent correlation with the amount of USD liquidity.

So... expect USD liquidity to get substantially more expensive - very soon..

@enlundm https://t.co/sSonC4Q2gm

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Martin Whetton @martin_whetton

over 8 years ago

The AUD 10 year JGB repack remains on the mat, with JPY Xccy basis having shifted. #bonds #swap #Xccy

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LongConvexity

@LONGCONVEXITY

over 8 years ago

USDJPY and EURUSD 3M Cross Currency Swaps #XCCY

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Andreas Steno Larsen

@AndreasSteno

over 8 years ago

$USD #USD #xCcy The definition of one way traffic? Look up the 3m EUR-USD xXcy basis

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LongConvexity

@LONGCONVEXITY

over 8 years ago

3M cross currency swaps are trading more negatively, while short dates(1W) are largely unaffected, which means it's likely more year end related & temporary 2H 18 might bring a more structural shift as CB liquidity continues to be reduced. #XCCY Chart $C