MbMktBot

G4 Summary

EUR GBP USD JPY
FX 19mar Chg1d Chg1w Chg1m
EURUSD 1.1663 +0.0000 +0.0000 -0.0192
EURGBP 0.8738 +0.0000 +0.0000 +0.0001
FX 19mar Chg1d Chg1w Chg1m
GBPUSD 1.3347 +0.0000 +0.0000 -0.0221
FX 19mar Chg1d Chg1w Chg1m
DXY 98.747 +0.000 +0.000 +1.592
FX 19mar Chg1d Chg1w Chg1m
USDJPY 157.32 +0.00 +0.00 +4.01
EURJPY 183.48 +0.00 +0.00 +1.76
EURUSD GBPUSD DXY USDJPY
Equity 19mar Chg1d Chg1w Chg1m
EuroStoxx 5987 +0 +0 -35
Stoxx600 624 +0 +0 +2
SX7E 260 +0 +0 -5
Equity 19mar Chg1d Chg1w Chg1m
FTSE100 10780 +0 +0 +224
Equity 19mar Chg1d Chg1w Chg1m
S&P500 6882 +0 +0 +38
Nasdaq 22749 +0 +0 +170
Russell 2656 +0 +0 +9
Equity 19mar Chg1d Chg1w Chg1m
Nikkei 56279 +0 +0 -287
Topix 3772 +0 +0 +11
EuroStoxx FTSE100 S&P500 Nikkei
EUR Swap 19mar Chg1d Chg1w Chg1m
2y 2.294 +0.000 +0.000 +0.107
5y 2.489 +0.000 +0.000 +0.068
10y 2.771 +0.000 +0.000 +0.018
30y 3.034 +0.000 +0.000 -0.015
1y1y 2.247 +0.000 +0.000 +0.139
2y2y 2.568 +0.000 +0.000 +0.057
5y5y 3.088 +0.000 +0.000 -0.043
10y10y 3.446 +0.000 +0.000 -0.025
2s10s 0.477 +0.000 +0.000 -0.089
5s10s 0.282 +0.000 +0.000 -0.050
5s30s 0.545 +0.000 +0.000 -0.083
10s30s 0.263 +0.000 +0.000 -0.033
EUR_Yield_Curve EUR_Rates_Left EUR_Rates_Right EUR_2s10s
GBP Swap 19mar Chg1d Chg1w Chg1m
2y 3.485 +0.000 +0.000 +0.071
5y 3.624 +0.000 +0.000 +0.007
10y 3.960 +0.000 +0.000 -0.024
30y 4.446 +0.000 +0.000 -0.036
1y1y 3.451 +0.000 +0.000 +0.064
2y2y 3.652 +0.000 +0.000 -0.032
5y5y 4.371 +0.000 +0.000 -0.063
10y10y 5.034 +0.000 +0.000 -0.059
2s10s 0.475 +0.000 +0.000 -0.095
5s10s 0.336 +0.000 +0.000 -0.031
5s30s 0.822 +0.000 +0.000 -0.043
10s30s 0.486 +0.000 +0.000 -0.012
GBP_Yield_Curve GBP_Rates_Left GBP_Rates_Right GBP_2s10s
USD Swap 19mar Chg1d Chg1w Chg1m
2y 3.324 +0.000 +0.000 +0.067
5y 3.355 +0.000 +0.000 +0.013
10y 3.639 +0.000 +0.000 -0.011
30y 3.977 +0.000 +0.000 -0.014
1y1y 3.146 +0.000 +0.000 +0.068
2y2y 3.295 +0.000 +0.000 -0.026
5y5y 3.977 +0.000 +0.000 -0.044
10y10y 4.478 +0.000 +0.000 -0.025
2s10s 0.315 +0.000 +0.000 -0.078
5s10s 0.284 +0.000 +0.000 -0.024
5s30s 0.622 +0.000 +0.000 -0.027
10s30s 0.338 +0.000 +0.000 -0.003
USD_Yield_Curve USD_Rates_Left USD_Rates_Right USD_2s10s
JPY Swap 19mar Chg1d Chg1w Chg1m
2y 1.242 +0.000 +0.000 +0.008
5y 1.564 +0.000 +0.000 +0.010
10y 1.952 +0.000 +0.000 +0.028
30y 2.815 +0.000 +0.000 +0.024
1y1y 1.458 +0.000 +0.000 +0.003
2y2y 1.726 +0.000 +0.000 +0.003
5y5y 2.382 +0.000 +0.000 +0.048
10y10y 3.385 +0.000 +0.000 +0.027
2s10s 0.710 +0.000 +0.000 +0.020
5s10s 0.388 +0.000 +0.000 +0.018
5s30s 1.251 +0.000 +0.000 +0.014
10s30s 0.863 +0.000 +0.000 -0.004
JPY_Yield_Curve JPY_Rates_Left JPY_Rates_Right JPY_2s10s
EUR bpVol 19mar Chg1d Chg1w Chg1m
Gamma Left 41.4 +0.0 +0.0 +5.9
Gamma Right 50.8 +0.0 +0.0 +1.6
Intermediate Left 55.4 +0.0 +0.0 +1.5
Intermediate Right 58.0 +0.0 +0.0 -0.6
Vega Left 64.9 +0.0 +0.0 +0.1
Vega Right 61.3 +0.0 +0.0 +0.4
EUR_Gamma_Left EUR_Gamma_Right EUR_Intermediate_Left EUR_Intermediate_Right EUR_Vega_Left EUR_Vega_Right
GBP bpVol 19mar Chg1d Chg1w Chg1m
Gamma Left 57.5 +0.0 +0.0 +8.0
Gamma Right 68.0 +0.0 +0.0 +2.2
Intermediate Left 71.6 +0.0 +0.0 +3.2
Intermediate Right 77.7 +0.0 +0.0 +0.8
Vega Left 78.8 +0.0 +0.0 +0.9
Vega Right 79.8 +0.0 +0.0 -0.2
GBP_Gamma_Left GBP_Gamma_Right GBP_Intermediate_Left GBP_Intermediate_Right GBP_Vega_Left GBP_Vega_Right
USD bpVol 19mar Chg1d Chg1w Chg1m
Gamma Left 75.3 +0.0 +0.0 +3.9
Gamma Right 70.2 +0.0 +0.0 +1.2
Intermediate Left 84.1 +0.0 +0.0 +4.0
Intermediate Right 77.0 +0.0 +0.0 +1.8
Vega Left 83.6 +0.0 +0.0 +1.3
Vega Right 79.5 +0.0 +0.0 +1.0
USD_Gamma_Left USD_Gamma_Right USD_Intermediate_Left USD_Intermediate_Right USD_Vega_Left USD_Vega_Right
JPY bpVol 19mar Chg1d Chg1w Chg1m
Gamma Left 41.3 +0.0 +0.0 +2.0
Gamma Right 65.0 +0.0 +0.0 +3.7
Intermediate Left 52.9 +0.0 +0.0 +1.2
Intermediate Right 65.3 +0.0 +0.0 +3.0
Vega Left 59.1 +0.0 +0.0 +1.2
Vega Right 64.5 +0.0 +0.0 +2.1
JPY_Gamma_Left JPY_Gamma_Right JPY_Intermediate_Left JPY_Intermediate_Right JPY_Vega_Left JPY_Vega_Right