Recent content by dailycollateral

What are your thoughts?

Looks like that LTRO may not have done so much to alleviate tail risk after all: Soc Gen: LIBOR dispersion surging post-LTRO, funding conditions “may not be as healthy as they seem” « Daily Collateral

Soc Gen: EUR/USD going to 1.30 “in the next week or so,” in line with falling spreads « Daily Collateral Seems like consensus is re-emerging around a euro short; thoughts?

Dylan Grice says there is "no way out" for Japan in his latest note from this afternoon, says easing is about to go ballistic even compared to what it is now and the BoJ is about to get "marginalised-then-brutalised": Dylan Grice: Central banks about to get “marginalised then brutalised” «...