DL Monitor

Our weekly newsletter, DL Monitor, provides market insights and observations on factors effecting hedging and derivatives. Subscribers receive notifications to the publications. Our monthly DL Report provides more authoritative white-paper for-subscribers-only.

Fed Hikes: Paused But Not Peaked

Last Week: Interest rates were mixed, and equities rose on the week, boosted by rumors of progress on the US-China trade front. The yield on the US 10-year Treasury note rose 2 basis points to 2.66% as 1-month LIBOR fell to 2.4803% from 2.4978%. Oil rose $2.50 to $55.25, as the US Dollar traded flat […]

Fed to Let the Data Do the Talking

Last Week: Interest rates fell, and global equities declined amid fresh evidence of slowing global growth and fading optimism that the US and China will reach a comprehensive trade agreement by the self-imposed March 1st deadline. The yield on the US 10-year Treasury note declined 2 basis points to 2.64% as 1-month LIBOR also fell […]

The Fed Blinked

Last Week: Interest rates were flat to lower, and risky assets rallied on the week, thanks in part to a dovish turn by the Fed. The yield on the US 10-year Treasury note fell 4 basis points to 2.68%, while 1-month LIBOR rose slightly to 2.51% from 2.50% a week ago. Oil rose $3.29 to […]

Data Freeze Thaws as Government Gets Back to Work

Last Week: Interest rates were mixed, and equities extended their rebound from the December 2018 lows as political events took center stage, leaving markets mostly adrift. The yield on the 10-year US Treasury note rose five basis points to 2.76%, still stuck in its 14-basis point two-week range, as 1-month LIBOR slipped to 2.5018% from […]

Data Trickle Forcing Fed to Fly Blind

For a peek into where rates are headed this year, see our 2019 Rates Forecast. Last Week: Interest rates were mixed, and equities rose amid growing optimism of a US-China trade deal. The yield on the US 10-year Treasury note rose seven basis points from a week ago to 2.78%. 1-month LIBOR drifted lower to […]