02 October 2024 G10 | Rates

DM Rates PCA Model: Close AUD and BTP 10s30s Steepeners

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Rates PCA Model

DM Rates PCA Model: Reopening BTP 2s10s Flattener

17 October 2024

Henry Occleston
array(17) { [0]=> array(2) { ["select_cpt"]=> string(10) "hive-model" ["cpt_image"]=> int(131299) } [1]=> array(2) { ["select_cpt"]=> string(17) "weekly-investment" ["cpt_image"]=> int(132823) } [2]=> array(2) { ["select_cpt"]=> string(14) "views-analysis" ["cpt_image"]=> int(136150) } [3]=> array(2) { ["select_cpt"]=> string(13) "bilals-points" ["cpt_image"]=> int(135792) } [4]=> array(2) { ["select_cpt"]=> string(17) "bilals-macroscope" ["cpt_image"]=> int(127923) } [5]=> array(2) { ["select_cpt"]=> string(19) "global-rates-weekly" ["cpt_image"]=> int(136150) } [6]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(65996) } [7]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134235) } [8]=> array(2) { ["select_cpt"]=> string(20) "centralbank-monitors" ["cpt_image"]=> int(136307) } [9]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134128) } [10]=> array(2) { ["select_cpt"]=> string(15) "emerging-trends" ["cpt_image"]=> int(66000) } [11]=> array(2) { ["select_cpt"]=> string(10) "key-events" ["cpt_image"]=> int(66001) } [12]=> array(2) { ["select_cpt"]=> string(16) "asset-allocation" ["cpt_image"]=> int(131366) } [13]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(66003) } [14]=> array(2) { ["select_cpt"]=> string(18) "charts-of-the-week" ["cpt_image"]=> int(134094) } [15]=> array(2) { ["select_cpt"]=> string(11) "commodities" ["cpt_image"]=> int(66003) } [16]=> array(2) { ["select_cpt"]=> string(12) "global-rates" ["cpt_image"]=> int(136150) } }

Rates PCA Model

DM Rates PCA Model: Close BTP 10s30s Flattener

10 October 2024

Henry Occleston
array(17) { [0]=> array(2) { ["select_cpt"]=> string(10) "hive-model" ["cpt_image"]=> int(131299) } [1]=> array(2) { ["select_cpt"]=> string(17) "weekly-investment" ["cpt_image"]=> int(132823) } [2]=> array(2) { ["select_cpt"]=> string(14) "views-analysis" ["cpt_image"]=> int(136150) } [3]=> array(2) { ["select_cpt"]=> string(13) "bilals-points" ["cpt_image"]=> int(135792) } [4]=> array(2) { ["select_cpt"]=> string(17) "bilals-macroscope" ["cpt_image"]=> int(127923) } [5]=> array(2) { ["select_cpt"]=> string(19) "global-rates-weekly" ["cpt_image"]=> int(136150) } [6]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(65996) } [7]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134235) } [8]=> array(2) { ["select_cpt"]=> string(20) "centralbank-monitors" ["cpt_image"]=> int(136307) } [9]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134128) } [10]=> array(2) { ["select_cpt"]=> string(15) "emerging-trends" ["cpt_image"]=> int(66000) } [11]=> array(2) { ["select_cpt"]=> string(10) "key-events" ["cpt_image"]=> int(66001) } [12]=> array(2) { ["select_cpt"]=> string(16) "asset-allocation" ["cpt_image"]=> int(131366) } [13]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(66003) } [14]=> array(2) { ["select_cpt"]=> string(18) "charts-of-the-week" ["cpt_image"]=> int(134094) } [15]=> array(2) { ["select_cpt"]=> string(11) "commodities" ["cpt_image"]=> int(66003) } [16]=> array(2) { ["select_cpt"]=> string(12) "global-rates" ["cpt_image"]=> int(136150) } }

Rates PCA Model

DM Rates PCA Model: Gains on AUD Trades and Long-end EGB Steepeners

25 September 2024

Henry Occleston
array(17) { [0]=> array(2) { ["select_cpt"]=> string(10) "hive-model" ["cpt_image"]=> int(131299) } [1]=> array(2) { ["select_cpt"]=> string(17) "weekly-investment" ["cpt_image"]=> int(132823) } [2]=> array(2) { ["select_cpt"]=> string(14) "views-analysis" ["cpt_image"]=> int(136150) } [3]=> array(2) { ["select_cpt"]=> string(13) "bilals-points" ["cpt_image"]=> int(135792) } [4]=> array(2) { ["select_cpt"]=> string(17) "bilals-macroscope" ["cpt_image"]=> int(127923) } [5]=> array(2) { ["select_cpt"]=> string(19) "global-rates-weekly" ["cpt_image"]=> int(136150) } [6]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(65996) } [7]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134235) } [8]=> array(2) { ["select_cpt"]=> string(20) "centralbank-monitors" ["cpt_image"]=> int(136307) } [9]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(134128) } [10]=> array(2) { ["select_cpt"]=> string(15) "emerging-trends" ["cpt_image"]=> int(66000) } [11]=> array(2) { ["select_cpt"]=> string(10) "key-events" ["cpt_image"]=> int(66001) } [12]=> array(2) { ["select_cpt"]=> string(16) "asset-allocation" ["cpt_image"]=> int(131366) } [13]=> array(2) { ["select_cpt"]=> string(4) "post" ["cpt_image"]=> int(66003) } [14]=> array(2) { ["select_cpt"]=> string(18) "charts-of-the-week" ["cpt_image"]=> int(134094) } [15]=> array(2) { ["select_cpt"]=> string(11) "commodities" ["cpt_image"]=> int(66003) } [16]=> array(2) { ["select_cpt"]=> string(12) "global-rates" ["cpt_image"]=> int(136150) } }

Rates PCA Model

DM Rates PCA Model: EGB Steepening Continues to Drive P&L

30 August 2024

Henry Occleston