MbMktBot

G4 Summary

EUR GBP USD JPY
FX 04mar Chg1d Chg1w Chg1m
EURUSD 1.1663 +0.0000 -0.0147 -0.0128
EURGBP 0.8738 +0.0000 +0.0028 +0.0110
FX 04mar Chg1d Chg1w Chg1m
GBPUSD 1.3347 +0.0000 -0.0212 -0.0319
FX 04mar Chg1d Chg1w Chg1m
DXY 98.747 +0.000 +1.047 +1.115
FX 04mar Chg1d Chg1w Chg1m
USDJPY 157.32 +0.00 +0.95 +1.69
EURJPY 183.48 +0.00 -1.21 -0.01
EURUSD GBPUSD DXY USDJPY
Equity 04mar Chg1d Chg1w Chg1m
EuroStoxx 5987 +0 -186 -21
Stoxx600 624 +0 -10 +6
SX7E 260 +0 -14 -21
Equity 04mar Chg1d Chg1w Chg1m
FTSE100 10780 +0 -26 +439
Equity 04mar Chg1d Chg1w Chg1m
S&P500 6882 +0 -65 -95
Nasdaq 22749 +0 -403 -843
Russell 2656 +0 -7 +16
Equity 04mar Chg1d Chg1w Chg1m
Nikkei 56279 +0 -2304 +3624
Topix 3772 +0 -71 +236
EuroStoxx FTSE100 S&P500 Nikkei
EUR Swap 04mar Chg1d Chg1w Chg1m
2y 2.294 +0.000 +0.106 +0.045
5y 2.489 +0.000 +0.088 -0.044
10y 2.771 +0.000 +0.049 -0.105
30y 3.034 +0.000 -0.001 -0.148
1y1y 2.247 +0.000 +0.122 +0.025
2y2y 2.568 +0.000 +0.099 -0.085
5y5y 3.088 +0.000 -0.001 -0.182
10y10y 3.446 +0.000 -0.009 -0.164
2s10s 0.477 +0.000 -0.057 -0.150
5s10s 0.282 +0.000 -0.039 -0.061
5s30s 0.545 +0.000 -0.089 -0.104
10s30s 0.263 +0.000 -0.050 -0.043
EUR_Yield_Curve EUR_Rates_Left EUR_Rates_Right EUR_2s10s
GBP Swap 04mar Chg1d Chg1w Chg1m
2y 3.485 +0.000 +0.083 -0.050
5y 3.624 +0.000 +0.040 -0.128
10y 3.960 +0.000 +0.011 -0.154
30y 4.446 +0.000 -0.004 -0.138
1y1y 3.451 +0.000 +0.083 -0.073
2y2y 3.652 +0.000 +0.018 -0.180
5y5y 4.371 +0.000 -0.024 -0.187
10y10y 5.034 +0.000 -0.022 -0.142
2s10s 0.475 +0.000 -0.072 -0.104
5s10s 0.336 +0.000 -0.029 -0.026
5s30s 0.822 +0.000 -0.044 -0.010
10s30s 0.486 +0.000 -0.015 +0.016
GBP_Yield_Curve GBP_Rates_Left GBP_Rates_Right GBP_2s10s
USD Swap 04mar Chg1d Chg1w Chg1m
2y 3.324 +0.000 +0.021 -0.084
5y 3.355 +0.000 +0.012 -0.207
10y 3.639 +0.000 +0.004 -0.248
30y 3.977 +0.000 -0.007 -0.252
1y1y 3.146 +0.000 +0.025 -0.162
2y2y 3.295 +0.000 +0.006 -0.295
5y5y 3.977 +0.000 -0.009 -0.306
10y10y 4.478 +0.000 -0.018 -0.285
2s10s 0.315 +0.000 -0.017 -0.164
5s10s 0.284 +0.000 -0.008 -0.041
5s30s 0.622 +0.000 -0.019 -0.045
10s30s 0.338 +0.000 -0.011 -0.004
USD_Yield_Curve USD_Rates_Left USD_Rates_Right USD_2s10s
JPY Swap 04mar Chg1d Chg1w Chg1m
2y 1.242 +0.000 +0.013 -0.012
5y 1.564 +0.000 -0.002 -0.041
10y 1.952 +0.000 -0.009 -0.061
30y 2.815 +0.000 -0.029 -0.170
1y1y 1.458 +0.000 +0.013 -0.037
2y2y 1.726 +0.000 -0.016 -0.061
5y5y 2.382 +0.000 -0.017 -0.085
10y10y 3.385 +0.000 -0.027 -0.231
2s10s 0.710 +0.000 -0.022 -0.049
5s10s 0.388 +0.000 -0.007 -0.020
5s30s 1.251 +0.000 -0.027 -0.129
10s30s 0.863 +0.000 -0.020 -0.109
JPY_Yield_Curve JPY_Rates_Left JPY_Rates_Right JPY_2s10s
EUR bpVol 04mar Chg1d Chg1w Chg1m
Gamma Left 41.4 +0.0 +9.8 +4.5
Gamma Right 50.8 +0.0 +7.2 +2.5
Intermediate Left 55.4 +0.0 +4.6 +1.6
Intermediate Right 58.0 +0.0 +2.9 -0.3
Vega Left 64.9 +0.0 +1.6 -0.6
Vega Right 61.3 +0.0 +1.4 -0.7
EUR_Gamma_Left EUR_Gamma_Right EUR_Intermediate_Left EUR_Intermediate_Right EUR_Vega_Left EUR_Vega_Right
GBP bpVol 04mar Chg1d Chg1w Chg1m
Gamma Left 57.5 +0.0 +7.5 +8.2
Gamma Right 68.0 +0.0 +3.6 +2.1
Intermediate Left 71.6 +0.0 +3.5 +2.4
Intermediate Right 77.7 +0.0 +1.2 -0.5
Vega Left 78.8 +0.0 +0.4 +0.5
Vega Right 79.8 +0.0 +0.1 -0.8
GBP_Gamma_Left GBP_Gamma_Right GBP_Intermediate_Left GBP_Intermediate_Right GBP_Vega_Left GBP_Vega_Right
USD bpVol 04mar Chg1d Chg1w Chg1m
Gamma Left 75.3 +0.0 +9.0 +14.9
Gamma Right 70.2 +0.0 +5.7 +4.7
Intermediate Left 84.1 +0.0 +4.3 +8.3
Intermediate Right 77.0 +0.0 +2.7 +2.6
Vega Left 83.6 +0.0 +1.4 +2.2
Vega Right 79.5 +0.0 +1.3 +1.4
USD_Gamma_Left USD_Gamma_Right USD_Intermediate_Left USD_Intermediate_Right USD_Vega_Left USD_Vega_Right
JPY bpVol 04mar Chg1d Chg1w Chg1m
Gamma Left 41.3 +0.0 -0.1 -3.5
Gamma Right 65.0 +0.0 +0.9 -1.5
Intermediate Left 52.9 +0.0 +0.0 -3.3
Intermediate Right 65.3 +0.0 +1.4 -0.7
Vega Left 59.1 +0.0 -0.0 -2.0
Vega Right 64.5 +0.0 +0.9 -1.1
JPY_Gamma_Left JPY_Gamma_Right JPY_Intermediate_Left JPY_Intermediate_Right JPY_Vega_Left JPY_Vega_Right