MbMktBot

G4 Summary

EUR	GBP	USD	JPY
FX 26jan Chg1d Chg1w Chg1m EURUSD 1.1855 +0.0027 +0.0209 +0.0071 EURGBP 0.8671 +0.0003 -0.0003 -0.0050	FX 26jan Chg1d Chg1w Chg1m GBPUSD 1.3671 +0.0028 +0.0246 +0.0150	FX 26jan Chg1d Chg1w Chg1m DXY 97.107 -0.492 -2.286 -0.869	FX 26jan Chg1d Chg1w Chg1m USDJPY 153.70 -2.00 -4.41 -2.13 EURJPY 182.20 -1.86 -1.92 -1.57
Equity 26jan Chg1d Chg1w Chg1m EuroStoxx 5936 -12 +10 +190 Stoxx600 608 -0 +1 +19 SX7E 272 +3 +3 +10	Equity 26jan Chg1d Chg1w Chg1m FTSE100 10147 +3 -48 +276	Equity 26jan Chg1d Chg1w Chg1m S&P500 6916 +0 -24 -16 Nasdaq 23501 +0 -14 -112 Russell 2669 +0 -9 +121	Equity 26jan Chg1d Chg1w Chg1m Nikkei 52885 -962 -698 +2477 Topix 3552 -77 -104 +135
EUR Swap 26jan Chg1d Chg1w Chg1m 2y 2.267 -0.017 +0.021 -0.018 5y 2.562 -0.028 +0.030 -0.033 10y 2.898 -0.028 +0.032 -0.041 30y 3.185 -0.018 +0.060 -0.066 1y1y 2.260 -0.022 +0.039 -0.030 2y2y 2.693 -0.038 +0.033 -0.053 5y5y 3.285 -0.028 +0.036 -0.050 10y10y 3.599 -0.019 +0.065 -0.068 2s10s 0.631 -0.011 +0.011 -0.023 5s10s 0.336 +0.004 +0.021 -0.008 5s30s 0.612 -0.012 +0.048 -0.044 10s30s 0.276 -0.016 +0.027 -0.036	GBP Swap 26jan Chg1d Chg1w Chg1m 2y 3.542 -0.007 +0.058 +0.009 5y 3.746 -0.023 +0.083 +0.046 10y 4.086 -0.034 +0.084 +0.056 30y 4.538 -0.038 +0.075 +0.048 1y1y 3.532 -0.014 +0.089 +0.036 2y2y 3.822 -0.030 +0.100 +0.067 5y5y 4.503 -0.050 +0.088 +0.069 10y10y 5.112 -0.045 +0.075 +0.055 2s10s 0.544 -0.027 +0.026 +0.047 5s10s 0.343 -0.005 +0.006 +0.013 5s30s 0.796 -0.014 +0.002 +0.006 10s30s 0.453 -0.009 -0.004 -0.007	USD Swap 26jan Chg1d Chg1w Chg1m 2y 3.421 -0.012 -0.001 +0.088 5y 3.555 -0.016 -0.001 +0.104 10y 3.852 -0.020 -0.011 +0.086 30y 4.172 -0.024 -0.018 +0.057 1y1y 3.321 -0.020 +0.002 +0.118 2y2y 3.577 -0.022 -0.001 +0.119 5y5y 4.213 -0.026 -0.023 +0.067 10y10y 4.690 -0.030 -0.032 +0.019 2s10s 0.431 -0.008 -0.010 -0.002 5s10s 0.296 -0.004 -0.011 -0.018 5s30s 0.603 -0.008 -0.031 -0.058 10s30s 0.307 -0.004 -0.020 -0.040	JPY Swap 26jan Chg1d Chg1w Chg1m 2y 1.256 +0.016 +0.053 +0.138 5y 1.605 -0.005 -0.007 +0.135 10y 2.004 -0.027 -0.041 +0.146 30y 2.975 -0.028 -0.007 +0.143 1y1y 1.503 +0.019 +0.052 +0.152 2y2y 1.782 -0.017 -0.043 +0.124 5y5y 2.447 -0.053 -0.080 +0.160 10y10y 3.604 -0.068 +0.009 +0.171 2s10s 0.748 -0.043 -0.094 +0.008 5s10s 0.422 -0.015 +0.018 +0.027 5s30s 1.392 -0.041 +0.052 +0.003 10s30s 0.970 -0.026 +0.034 -0.024
EUR bpVol 26jan Chg1d Chg1w Chg1m Gamma Left 36.5 +0.4 -1.1 -2.3 Gamma Right 51.1 +0.5 -1.6 -8.4 Intermediate Left 53.9 +0.0 -0.7 -3.6 Intermediate Right 59.7 +0.1 +0.4 -3.5 Vega Left 64.9 +0.0 -0.1 -3.6 Vega Right 62.1 -0.1 +0.6 -0.9	GBP bpVol 26jan Chg1d Chg1w Chg1m Gamma Left 49.1 +0.2 -1.1 -3.7 Gamma Right 66.4 +0.2 +2.1 -2.6 Intermediate Left 68.4 -0.0 -0.3 -1.9 Intermediate Right 77.6 -0.0 +1.5 -1.1 Vega Left 77.7 +0.0 -0.2 -0.9 Vega Right 80.1 +0.0 +0.4 -0.2	USD bpVol 26jan Chg1d Chg1w Chg1m Gamma Left 55.7 +0.0 -2.8 -11.6 Gamma Right 62.9 +0.0 -0.3 -2.9 Intermediate Left 72.9 +0.0 -2.4 -8.9 Intermediate Right 72.6 +0.0 -0.8 -4.7 Vega Left 79.6 +0.0 -1.0 -4.7 Vega Right 76.3 +0.0 -0.7 -3.9	JPY bpVol 26jan Chg1d Chg1w Chg1m Gamma Left 44.5 +3.0 +3.4 +7.5 Gamma Right 67.4 +0.2 +7.2 +9.3 Intermediate Left 56.4 +1.3 +1.8 +6.9 Intermediate Right 66.2 +0.6 +2.4 +4.3 Vega Left 60.8 +0.2 +0.1 +5.5 Vega Right 66.0 +0.1 +0.7 +5.3