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Glossary

Yield Curve

A graph that shows the relationship between interest rates and different maturities of debt securities issued by the same borrower.

Yield Curve News

Industry
EU repo activity on BrokerTec rises 16% YoY for January

BrokerTec has seen average daily notional value for EU repo activity rise to €331.7 billion, but US repo has contracted 3% YoY to US$260.1 billion

Industry
Eurex launches new futures referencing €STR

The switch from the former short-term rate EONIA to €STR is part of a broader IBOR reform

Industry
India’s central bank working with ICSDs on international settlement of government bonds

Reserve Bank of India in dialogue with ICSDs to allow international settlement of government securities. Governor urges steps to stimulate institutional lending of government securities

Industry
Canadian Pension Plans faced negative impacts from rising bond yields in Q1 2021, report finds

Northern Trust highlights that positive sentiment boosted equity markets as the global COVID-19 pandemic started to wane amid new vaccine approvals and progress on vaccination programmes

Industry
Canadian pension plans ended 2020 on a high, Northern Trust data shows

The Northern Trust Canada Universe shows Canadian pension plans shrugged off a poor start to 2020, closing with 10 per cent gains for the year

Industry
Canadian pension plans suffer biggest returns decline for more than a decade in Q1

Canadian defined benefit pension plans in the RBC Investor & Treasury Services All Plan Universe has experienced the steepest decline since 2008

Derivatives
Eurex expands OTC clearing services to Japan

The gate now stands open for Eurex Clearing to offer its services directly to one of the largest ETD and OTC derivatives markets

Repo
State Street sees record-breaking repo investment volumes

State Street Corporation has sponsored a record $140 billion in repo investment volumes as a result of its partnership with the Fixed Income Clearing Corporation