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.

Treasury Yields to Grind Higher as GDP Takes Center Stage

Last Week: Interest rates and equities increased slightly on the back of data releases that helped to confirm that a US recession is less likely than originally feared. The US 10-year Treasury note rose to 2.61% from 2.50% last week, the highest since the Fed surprised traders in March by shifting to a more dovish […]

Beware the Volatility Slumber

Last Week: Interest rates and equities rose on fresh signs of a stabilizing global economy. The yield on the US 10-year Treasury note rose a muted 7 basis points to 2.56%. 1-month LIBOR fell slightly to 2.48%, as Oil rose $1.50 to $64.15 amid supply disruptions in Libya, and the US Dollar and Gold both […]

Subdued Inflation to Encourage Fed’s Patience

Last Week: Interest rates stuck to their familiar ranges and equities traded higher as US recession fears tempered. The 10-year US Treasury note rose to 2.49% from 2.42% a week ago, nudged higher on signs of economic stabilization in China and continued hopes for a resolution of the US–China trade standoff.   1-month LIBOR fell to […]

US Recession Fears are Overblown

Last Week: US interest rates rebounded from their recent lows and equities rose amid speculation growth is faltering enough to trigger a Federal Reserve interest-rate cut this year. The yield on the US 10-year Treasury note fell to 2.42% from 2.44% a week ago having fallen as low as 2.35% on Wednesday. 1-month LIBOR staged […]

Fed End

Last Week: Interest rates and equities fell, undermined on whole by concerns over slowing global growth. The yield on the 10-year US Treasury note fell to 2.44%, its lowest level this year and down from last Friday’s 2.58%. 1-month LIBOR rose slightly, to 2.4988% from 2.4855% this time last week. Oil was little changed at […]