Related by context. All words. (Click for frequent words.) 78 #bps [003] 78 #bps [002] 75 #bp [002] 74 #bp [003] 74 bp 68 5bp 68 5bps 66 +# bps [001] 66 4bp 66 #bp #bp [001] 65 9bp 65 8bp 65 3bp 65 +# bps [002] 64 3bps 64 2bps 64 6bps 64 4bps 64 #.#bp [003] 63 2bps tighter 63 8bps 63 2bp 63 6bp 63 #.#bp [005] 63 9bps 63 midswaps 63 7bps 63 #bps yoy [001] 63 7bp 62 #year/# 62 indexed swap 62 1bp 62 curve flattened 61 +# bp [002] 61 1bps 61 +4 bps 61 #.#bps [004] 61 spread = TWEB 60 #.#bp [001] 60 curve steepened 60 Libor OIS 60 EURIBOR 60 #bp #bp [002] 60 #Y yields 60 5s #.#bps #s 59 +# bp [001] 59 BBSW 59 #bps qoq [001] 59 plus #.#bp 58 Basis Points 58 NIBOR 58 two-year/#-year yield spread 58 Bund yield 58 #bp [001] 58 Bps 58 = TWEB 58 #yr treasury yields 58 2bps wider 58 3mth Libor 58 #bp/#bp 58 five-year/#-year yield spread 58 +3 bps 58 libor 58 #bps YoY [001] 58 #bps [001] 58 #.#bp [004] 58 euribor 58 German Bund 58 yield curve flattened 58 #.#bps [005] 57 sterling Libor 57 swap spreads 57 LIBOR OIS 57 #Y yield 57 CGBs 57 #-year/#-year yield spread 57 bps sequentially 57 gilt yield 57 Bunds widened 57 #bp #bp [003] 56 sovereign CDS spreads 56 Overnight Indexed Swap 56 #yr yield 56 German Bunds 56 #.#bp [002] 56 Mibor 56 Swap spreads 56 UST2YR 56 LIBOR OIS spread 56 OIS curve 56 indexed swaps OIS 56 EONIA 56 TIPS breakevens 56 Gilt yields 56 #.#bps [002] 56 +2 bps 56 QoQ 56 #-#/# yielding #.# [004] 56 Libor 55 Rates Euribor 55 1bps tighter 55 UST#Y 55 #-#/# yielding #.# [001] 55 midswaps plus 55 HIBOR 55 +1 bp 55 bps qoq 55 interpolated swaps 55 KIBOR 55 LIBOR +# 55 +#.# bps [001] 55 #.#bps [001] 55 index #EMJ 55 yield TNX 55 NIMs 55 #-#/# yielding #.# [002] 55 bund yields 55 +#.# bps [002] 55 eurodollar futures 55 Bund yields 55 note yields UST#Y 55 JGB futures #JGBv# 55 2Y yields 55 = RR 55 German Bunds widened 55 Euribor 54 Reverse Repo Rate 54 Euribor futures 54 Repo Rate 54 bps YoY 54 bpts 54 Markit CDX IG 54 MONEY MARKETS Euro 54 1bps wider 54 EBIDTA margins 54 PBIT margins 54 yield curve steepened 54 bps yoy 54 #bps YoY [002] 54 safer German Bunds 54 #bp yoy [001] 54 swaps 2s #.#bps 54 Rate Libor 54 CDS spreads 54 US#YT RR 54 swap OIS 54 curve flattens 54 0 # YIB 54 +5 bps 54 SELIC 54 OFZ curve 54 dollar Libor OIS 54 Bunds 54 +3 bp 54 #bp qoq [002] 54 indexed swaps 54 #/#.# [011] 53 German bunds narrowed 53 +6 bps 53 #bp yoy [002] 53 LIBOR 53 2Y 53 #EMJ 53 Swiss franc Libor 53 yields DE#YT = TWEB 53 curve steepens 53 #s/#s curve 53 Bond yields 53 bund yield 53 German bund 53 gilt yields 53 Sibor 53 spreads widened 53 -# bps 53 interest margin NIM 53 repo reverse repo 53 Spreads widened 53 JGB yield edged 53 Euro LIBOR OIS 53 dollar denominated Libor 53 Bobl 53 bond yields 53 UST3YR 53 PBIT margin 53 #-#/# [014] 53 Emirates Interbank Offered 53 Eurodollars futures 53 5s +#.# 53 #-# bps 52 #bps QoQ [002] 52 +2 bp 52 EURIBOR plus 52 NRE deposit 52 #bp qoq [001] 52 LIBOR + 52 #yr treasuries 52 EBIDTA margin 52 Yield spreads 52 two-year/#-year spread 52 CDS spreads widened 52 EBITDAR margin 52 EBITDA margin 52 bps QoQ 52 TIBOR 52 Rate PLR 52 Euribor fixings 52 Bund yield EU#YT 52 yields UST#Y 52 EMBI + 52 Schatz yield 52 % 52 EIBOR 52 yield JP#YTN = JBTC 52 German bunds widened 52 bonds UST#Y 52 Euroyen futures 52 notes UST#Y 52 YoY 52 Embig 52 PLN#.# billion [002] 52 bond ZAR# = 52 notes UST2YR 52 Libor OIS spreads 52 qoq 52 Treasury bond US#YT 52 annualized premia 52 US#Y 52 Dec '# Eurodollars 51 +5 bp 51 Q#FY'# 51 #bps HiVol 51 euroyen 51 JGB yield dipped 51 2yr yields 51 1pp 51 rediscount rate 51 resetted every 51 #bps hike 51 Index Plus EMBI 51 bunds widened 51 Rate BPLR 51 futures #JGBv# 51 benchmark German Bunds 51 UST5YR 51 Overnight Indexed Swap OIS 51 JGB yield 51 NTN Bs 51 euribor futures 51 note US5YT RR 51 breakevens 51 MosPrime 51 yield curve flattens 51 #basis points 51 Implied yields 51 Reverse repo 51 Sensex dips 51 Funds #.# Dn 51 JP Morgan EMBI + 51 Sensex tumbles 51 benchmark bunds 51 Forward premia 51 Implied vols 51 CDOR 51 Cetes 51 #/#nds [001] 51 GDAXI indexes 51 Eurodollars 51 tsy 51 Dec Eurodollars 51 RUB #.#tn [003] 51 note yields UST2YR 51 eurodollar 51 CRR repo 51 Rate LIBOR plus 51 EMBIG 51 #bps yoy [002] 51 +# bps vs 51 JP5YTN = JBTC 51 Bunds yielded 51 month sterling Libor 50 yield JP5YTN = JBTC 50 HY# 50 midrate 50 Eurodollar futures contracts 50 #bp QoQ 50 CDX IG 50 MONEY MARKETS Aussie 50 bond yields UST#Y 50 EONIA = 50 benchmark Bunds 50 interest margins NIMs 50 Indonesia c.bank 50 6M bps 50 #.#per cent [004] 50 #-#/# yielding [002] 50 repo rate 50 Treasury yields 50 #-#/# [025] 50 LIBOR LIBOR 50 default swaps 50 RPLR 50 MONEY MARKETS Libor 50 Sep '# Eurodollars 50 Manat exchange 50 future FGBLc1 50 Libor interbank lending 50 note UST#Y 50 note US2YT RR 50 yielding TNX #.# 50 yielding TYX #.# 50 index swaps OIS 50 Libors 50 TIIE 50 Schatz yield EU2YT 50 Crossover Index 50 RUB #bn [002] 50 margin teb 50 euroyen futures 50 ZAR# = 50 #.#bln [004] 50 EM ASIA DEBT 50 yields US5YT = RR 50 David Schnautz 50 TTM gross 50 DE#YT = TWEB 50 Intermediate maturities 50 Blended ARPU 50 #/#nds [002] 49 g secs 49 Duration Gap 49 % qoq 49 Eurodollar futures 49 benchmark Selic interest 49 YTM 49 OATei 49 TED spread 49 indexed ARM 49 pct 49 yield TYX 49 EUR HUF 49 bps CRR 49 MIFOR 49 TED Spread 49 JP#YTN = JBTC 49 SELIC rate 49 NBV margin 49 iTraxx index 49 INR#.# trillion [002] 49 Rates Libor #.# 49 #bp tighter 49 #.#pc [003] 49 Centurion BoP 49 German bund yields 49 notes US5YT RR 49 benchmark Mimshal Shiklit 49 Monetary Policy Rate 49 #bp hike 49 JGB yields 49 HUF# [002] 49 Discount Rate 49 Euribor futures contract 49 Treasuries widened 49 TIMELINE Changes 49 #s/#s [002] 49 CDS spreads widen 49 Rs#.#cr [001] 49 benchmark Selic 49 yield curve steepen 49 OIS spreads 49 Eonia 49 month Klibor 49 #.#-#.# [012] 49 3mth 49 bunds narrowed 49 closing TRIN 49 Banker Acceptance 49 #-#/# yielding #.# [003] 49 FYE# 49 interbank 49 jumbo adjustable loan 49 Eonia overnight 49 US#YT = RR 49 Liquidity Ratio 49 CRR repo rate 49 EUR#.# billion [001] 49 Mar '# Eurodollars 49 #.# #JGBv# 49 JGB futures edged 49 Bund futures FGBLc1 49 STILL LOW 49 LAF corridor 49 Polish c.bank 49 Shibor 49 weighted avg 48 #JGBv# 48 London interbank 48 #-#/# yielding [001] 48 MONEY MARKETS US 48 Dohke 48 5y 48 hiked repo 48 Overnight Repurchase 48 FRMs 48 G Secs 48 German bunds 48 Yields 48 Mimshal Shiklit 48 #.#percentage 48 margin #.#pt 48 bln rbls via 48 TNote 48 Eurodollar futures yielded 48 sovereign spreads #EMJ 48 maturities 48 Treasury notes UST#Y 48 excluding reimbursables 48 Euroyen 48 Bund futures 48 EMERGING MARKETS Stocks 48 TYv1 48 MONEY MARKETS 48 Rate LIBOR 48 Czech cbank 48 bond US#YT RR 48 EBDITA margins 48 % #NY.INST 48 LIBOR plus 48 Sensex zooms 48 reverse repo rates 48 Annualised 48 MONEY MARKETS Dollar 48 #bps qoq [002] 48 notes US#YT = 48 Libor +# bp 48 JGB futures dipped 48 Swedish c.bank 48 ROAs 48 LIBOR +#.# [002] 48 -# bp [002] 48 Adjusted EBITA 48 benchmark peso denominated 48 ARS#.# [007] 48 YonY 48 mth lows 48 ISX index 48 #yr yields 48 A#/P# 48 = RR Quote Profile 48 Philippine c.bank 48 Rs #.#/USD 48 gross margin 48 JP Morgan Emerging Markets 48 NTN Fs 48 MONEY MARKETS Interbank 48 Turnover amounted 48 IN#G = CC 48 Reserve Requirement 48 Jun '# Eurodollars 48 KRW#.# [004] 48 benchmark PLR 48 #/#-year [002] 48 Mn USD 48 ARS# yielding 48 Chile cenbank 48 yield curve 48 SEK#.# [001] 48 BASIS POINTS 47 Bubill 47 Treasury indexed ARMs 47 EUR#.#b 47 iTRAXX 47 HiVol 47 Floating Reference 47 interestrate 47 JGB futures 47 maturity YTM 47 CRR hike 47 Hungary cbank 47 #E EPS 47 #.#pc [005] 47 #.# #/up lbs 47 Year Treas Bond 47 bln levs 47 steepening 47 EURO GOVT 47 HUF# [001] 47 sub PLR 47 NIM 47 adjusted OIBDA margin 47 TRY denominated 47 gross NPAs 47 SGX Nifty 47 #mFY# 47 Securities MGS 47 TREASURIES US 47 Rs#.#cr [002] 47 jumbo adjustable IO 47 Billable headcount 47 Chargeoffs 47 V1XI 47 #.#-#.# [009] 47 dollar denominated Boden 47 Rs #.#cr [006] 47 week avg. 47 JPY9 47 FOREX Euro slides 47 Hibor 47 Eurodollar contracts 47 BLN EUROS 47 interbank borrowing 47 #.#bps [006] 47 Keeps Rate 47 US#.# ¢ [002] 47 + #EMJ 47 maturity German bunds 47 CMA DataVision 47 Xover 47 adjustable jumbo 47 +#-# [019] 47 ZEW Indicator 47 EGP#.# [001] 47 CUT OFF Mark 47 schatz 47 Sensex plunges 47 Borrowing Costs 47 per centage 47 PLN#.# [005] 47 ECB refi 47 mso header 47 #.#/USD 47 repo counterparties 47 #.#ppt 47 Reverse Repo 47 #.#-#.# pct [002] 47 Default swaps 47 reference Selic 47 collateralised lending 47 OFZ # 47 Sensex surges 47 aq q 47 Leverage ratios 47 interbank lending rates 47 INR#.#bn [004] 47 Nifty PCR 47 sequentially 47 EMBI Global 47 ay y 47 yields US#YT = 47 LFQ gross 47 PIBs 47 cbanker 47 SWAPS Spreads 47 Eibor 47 mortgages ARMs averaged 47 reversal 3m #delta 47 Euribor futures contracts 47 #.#-#.# [018] 47 Enq# Index 47 bond yield IN#G 47 JPMEMBIPLUS 47 OCF margin 47 FSK UES 46 FNCL 46 KD#.#bn [002] 46 TSY 46 Naphtha cracks 46 EUR #.#bln [001] 46 Retail postpaid churn 46 FOREX Euro edges 46 LTV ratios 46 USD INR 46 EUR SKK 46 TREASURIES Treasuries 46 yield US#YT = 46 #.#pp [003] 46 1Q Net Pft 46 gross NPL ratio 46 bonds US#YT RR 46 Yr Yield 46 Base Rate 46 BoP surplus 46 staggered maturities 46 CNY4 46 Nepse index 46 outperform ETR 46 EUR#.#bn [003] 46 FOREX Euro rallies 46 revenue USD #.#bln 46 Forint 46 BGTR# 46 NDFs 46 maturity Treasuries 46 Hibors 46 Kazakhstani interbank deposit 46 bps 5s 46 Cuts Rates 46 putable 46 tonne cif NWE 46 LAST CLOSE 46 MCX Agri 46 BCU bonds 46 Cbank 46 + Pd g t 46 consolidated OIBDA margin 46 FOREX Euro slips 46 reverse repo rate 46 #.#/bbl [003] 46 Mizrahi Tefahot OTHER UMZRF 46 = RRPS 46 YE# [002] 46 Ebitda margin 46 SPI# 46 Rupee appreciates 46 #.#/barrel [003] 46 * Naphtha swaps 46 BoE MPC voted 46 Gross margins 46 INR# [002] 46 benchmark bond IN#G 46 2 #/#-year CDs 46 pct beats f'cast 46 #.#pc [002] 46 RoEs 46 Sees FY# revs 46 EMBI Plus 46 SXKP 46 ASIA LOCAL BONDS 46 Prime Lending 46 CHF#.# billion [002] 46 WTI Brent 46 INR5 46 UAH USD 46 iTraxx indexes 46 Pac Lf 46 jumbo adjustable mortgage 46 implied vols 46 = JBTC 46 TRY1 #.# 46 #bps QoQ [001] 46 trln rph 46 USD #/bbl [001] 46 OIBDA margin 46 FY#e 46 FCNR deposits 46 rates EONIA = 46 curve steepen 46 MSCIAPJ 46 hiked CRR 46 ARMs averaged 46 #,#-#,# crore [002] 46 Bund EU#YT = RR 46 Frances Cheung 46 #nds 46 Sensex plummets 46 Buy Speculative 46 flatter yield curve 46 BLN IN 46 CRR SLR 46 lira denominated 46 RUR USD 46 Swiss franc LIBOR 46 PBDIT 46 FIMMDA 46 Credit Default Swap 46 Implied Vol 3m 46 LIC Housing Fin 46 #.# bln usd [002] 46 bankers acceptances futures 46 Yield Rises 46 benchmark German bunds 46 March'# 46 #HFY# [002] 46 Hryvnia 46 JPY1 #.# 46 notes UST2YR declined 46 KBX Benchmark index 46 THB# #mn 46 Nationalbank 46 bechmark 46 interbank offered 46 mso footer margin 46 NIIs 46 rupee depreciating 46 bund futures 46 Libor fixings 46 note yields US5YT 46 Ebitda margins 46 US5YT RR 46 reverse repo 46 JPY INR 46 LKR#.# 46 marketwide rollover 46 #-#/tonne CIF NWE 46 Monthly Churn 46 gilt futures 46 #.# Dn 46 Index Swaps OIS 46 JIBAR 46 NYSE TLT 46 INSTANT VIEW BoE 46 implied vol 46 MYR2 #/ton 46 ARS#.# [003] 46 below SBAR 46 Norway c.bank 46 Marketwide rollover 45 TRXFLDAXPU 45 Index Swap OIS 45 forint weakening 45 bonds maturing 45 indexed hybrid 45 Headline CPI 45 necessarily portending 45 PLN #.#mn [001] 45 Nasdaq Composite NASDAQ COMP 45 non deliverable forwards 45 Rupee dips 45 Operating Profit Margin 45 Overnight Libor 45 notes US2YT RR 45 #mth 45 premia 45 jumbo refinance 45 shorter maturities 45 bln lira 45 ICICI Bk 45 Peso closes 45 Treasuries 45 fullyear outturn represents 45 1pct 45 Markit Intraday 45 Gross margin 45 BCUs ended 45 Norges bank 45 #.# trln usd [001] 45 PLRs 45 Sensex pares 45 contract NIFc1 ended 45 Treasury notes US5YT 45 STOXX#E 45 Dec Eurodollars #.# 45 outright JGB 45 Nifty Futures 45 Lending Obligation CBLO 45 BSE TECk index 45 EU#YT = RR 45 DXY #.# -#.# -#.# 45 PLN #.#bn [001] 45 Interest Rate Derivatives 45 Selic rate 45 GBP #.#bln [001] 45 OF BRASIL BCB 45 benchmark refi refinancing 45 timespreads 45 benchmark Selic rate 45 year/# [001] 45 SX7P 45 CRR hikes 45 EUR#.#B [002] 45 Summary Box Fixed 45 TAF auction 45 TRR CLOs 45 indexed adjustable 45 DJI #.# 45 Rs#mn [001] 45 Bund Yield 45 mln lats 45 Index RMPI 45 UK Mortgage Approvals 45 obligations CBLO 45 FII holdings 45 SPOT GOLD 45 DKK# [001] 45 BSE BANKEX 45 GRMs 45 NSEI 45 MEX# strengthened 45 rupiah IDR = 45 PLN#.# [003] 45 Interbank Offer 45 JPY#.# [004] 45 resetted annually 45 #.#pps [002] 45 Rs #.# lacs [002] 45 * HSFO crack 45 THB#.# billion [002] 45 Spreads Widen 45 GILTS 45 #.#B [002] 45 Slaughter bulls 45 Baa2/BBB 45 Trades -#.# 45 EMBI + index 45 benchmark Selic lending 45 Rs #/share 45 CDS indices 45 Fixed annuity 45 #-#-# KLCI 45 http:/events.fai.org 45 average assets ROAA 45 Refinery utilization 45 CY# EPS 45 NRE deposits 45 EUR#.#B [001] 45 mln Sfr 45 Tatsuo Ichikawa 45 Lending Rates 45 Yogesh Radke 45 Eurodollar Futures 45 Exacta £ 45 FOREX Euro falls 45 TSE# closed 45 TRY#.# [003] 45 LTNs 45 Breakevens 45 Spreads 45 #yr yields fell 45 bonos 45 MIWD#PUS rose 45 Sept'# 45 yield curve steepens 45 Kenro Kawano 45 Treasury note US2YT 45 #-#/# mth 45 BSE Smallcap index 45 default swap 45 Rupee recovers 45 Trades +#.# % 45 ~ #bps 45 ¥ #,# [001] 45 cons. 45 CMBS Delinquencies 45 MXN#.# [004] 45 CBLO 45 PLN# [002] 45 BSEL Infra 45 YR BOND 45 note futures TYv1 45 9M FY# [001] 45 MiCabrera Florida 45 FHLB borrowings decreased 45 Rs #.#cr [002] 45 BTPs 45 Small Cap indices 45 Avg Hourly % 45 FOREX Euro rises 45 note US#YT RR 45 Sep'# 45 zero coupon 45 margins NIM 45 JPMorgan EMBI 45 yields 45 rate mortgages FRMs 45 repricing downward 45 notes US#YT = RR 45 Eurodollar 45 FY# [001] 45 Property Casualty Index AMBUPC 45 Rs#.#cr [004] 45 PBIDT 45 +#.# % [004] 45 Treasury notes US#YT 45 Postpaid ARPU 45 CNY3 #/ton 45 US2YT = RR 45 Index AMBGNL closed 45 Rs #.# [001] 45 intermeeting 45 lifts Boyne Highlands 45 FMCG indices 45 to#.# [003] 45 #.#ppts 45 OFZs 45 Adjusted EBITDA1 45 peso firmed 45 Treasury note US#YT 45 Interbank 45 Icici Bank 45 Rs.#/quintal 45 bond futures #JGBv# 45 reprices 45 noncallable 45 #-#/# [024] 45 RUB USD 45 AER * 45 Czech c.bank 45 Gary Densham Mustang 45 LTM EBITDA ratio 44 gilt maturing 44 2Q Net Pft 44 Expects KLCI 44 #.#bps [003] 44 ppts 44 Namrata Padhye 44 Indonesia JSX Composite 44 eg. Proved Producing 44 HiSave 44 Suvrat Prakash 44 E#.# billion [001] 44 #.#-#.# [002] 44 up#.# [001] 44 Dow Jones HSI 44 MSCIEF 44 NIM compression 44 % y y 44 Eurodollar Mar 44 cbank 44 iTraxx Europe 44 € #.#B 44 Micah Schliemann Hartford 44 avg. points 44 eurokiwi 44 steepeners 44 bn rub 44 multifamily delinquency 44 fcasts 44 MRamirez Boston 44 Tender Offer Yield 44 Bankers Acceptance 44 Ratings Aaa 44 HUF 5bn 44 1H Net Pft 44 Reference Rates 44 Debmar Mercury Family Feud 44 STOXX#E shed 44 Prepaid churn 44 B/RR3 44 Rupee trims 44 Rupee depreciated 44 yoy 44 JPY6 44 ALBK 44 FTATBNK 44 treasury bonds BTPs 44 bonds US#YT = 44 Zero Coupon 44 Rupee depreciates 44 BPLRs 44 benchmark 44 INR#.# trillion [001] 44 Ryan Schnitz Buell 44 #.#/bbl [002] 44 Keeps Benchmark 44 #.#pps y y 44 SovX 44 EBDITA 44 CLSA PMI 44 YOY 44 Jumbo Mortgage Rates 44 PCE Core 44 Markit iTraxx 44 Wireline adjusted EBITDA 44 Jeff Arend Impala 44 LKR# [001] 44 EU2YT = RR 44 Gary Densham Impala 44 US5YT = RR 44 #.#pc #.#pc 44 #QCY# [001] 44 from#.# [001] 44 Rupee tumbles 44 mortgage FRM averaged 44 mortgage backeds 44 SEK#.# [002] 44 Rupee eases 44 BOJ Keeps 44 #.#/share [006] 44 HDFC Bk 44 TYX 44 benchmark BSE Sensex 44 Jibar 44 #.#o [001] 44 broader DJStoxx 44 Eu#bn 44 EUR SKK #.# [001] 44 6pct 44 Consensus +#.# 44 Libor OIS spread 44 Euro Libor #.# 44 #Q# [002] 44 buck converters 44 superlong JGBs 44 #Y [002] 44 4Q Net Pft 44 Ltd. Eurodollars 44 timespread 44 Paris Cac 44 INR#.# billion [004] 44 consolidated PRASM 44 PLG Retail 44 JGB repo 44 Its beta coefficient 44 Balanced Interbank Interest Rate 44 Argentine Peso 44 Adjusted Ebitda 44 Ashley Awkward chipped 44 RATES HIGHER 44 Leaves Rate Unchanged 44 Real disposable incomes