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The Context 02.03.20

Inside this week’s edition of The Context, Financial Intelligence thought leaders discuss:

European Securitisation: Nationwide Maximises Size And Pricing in All-GBP Trade
Two more UK RMBS priced on Thursday, including Nationwide Building Society bringing its biggest public GBP tranche since 2009, and the first pure-GBP deal since 2009 too. The choice of currency was based on relative value between USD and GBP in the RMBS as well as unsecured market.

Interest Expectations Change & US Real Yield Sharply Lower
Expectations for official interest rates via OIS markets have moved towards easier policy in the wake of the coronavirus and some unflattering data. For instance, the EUR 1Y1M OIS has fallen 10bp from its most recent peak…

Euro SSA Snapshot: Another Trio of Sovereigns Jumps in as Yields Plummet
SSA euro supply crept up slightly last week where we saw EUR12.85bn hit the tape. Doing the heavy lifting were France, Greece and Austria, whose first syndicated deals of 2020 accounted for 84% of the weekly SSA total, jumping in to make the most of plummeting yields and a broader flight-to-quality.

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The Context

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