Libor 3-Mth Dollar/OIS Spread 182bps vs 180bps
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Libor 3-Mth Euro/OIS Spread 163bps vs 165bps
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Libor 3-Mth Sterling/OIS Spread 242bps vs 231bps - BBA
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Libor 1-Mth Dollar Fix 1.90% vs 1.91% - BBA
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Libor 3-Mth Sterling Fix 3.84% vs 3.88% - BBA
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Libor 3-Mth Euro Fix 3.79% vs 3.82% - BBA
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Libor 3-Mth Dollar Fix 2.21% vs 2.22% - BBA
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EU's Kroes Says She Accepts ECB Price Formula for Banks is a Minimum; Has to be Adjusted Upwards Depending on Risk
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BoE Says GBP 20 Bln 3 Month Auction Cover Ratio 0.68
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UK DMO Says 2.25 Bln Sterling 4.25% Gilt Due 2049 Covered 2.12 Times At Sale
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ECB Should Do More on Rates -- French Econ Min
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DAX, Eurofirst Turn Positive
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ECB Lends EUR 339.520 Bln in Weekly Tender
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SNB Allots $3.1 Bln in 84 Day Dollar Repo
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German New Car Registrations Down 17.6% in Nov, Down 1.5% Yr-to-Date
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Euribor One-Wk Fix 3.09% vs 3.13%
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Euribor 3-Mth Fix 3.79% vs 3.82%
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Euribor 6-Mth Fix 3.82% vs 3.86%
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ECB Loans $67.47bln in 84-Day USD Tender
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EZ Oct PPI +6.3% y/y, -0.8% m/m
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Spotlight Articles from Automated Trader

Each issue AT reviews a piece of auto/algo trading technology in the Spotlight column.

ICAP + EBS = Joined up data
FREE ARTICLEThe explosion in automated and algorithmic trading has been accompanied by a huge thirst for data - market participants want data, lots of data. And they want a broader range of it - the days of providing just traded prices are long gone. Today’s market wants volume, historical order book depth, and order message traffic – the works. AT takes a look at how EBS and ICAP’s latest historical data packages measure up. full story
FPGA's - Parallel Perfection?
FREE ARTICLEFPGAs (Field Programmable Gate Arrays) may not be new technology, but as the data crunching race in automated/algorithmic trading continues to intensify, could they be an idea whose time has finally come? AT talks to Alistair MacArthur, Senior Research Engineer at Celoxica, who discusses current FPGA technology and outlines its potential for tasks such as parsing algorithmic news feeds. full story
Spotlight: RTD Tango - Cutting to the Chase
FREE ARTICLETools for trade automation have been around for several years. One of the later arrivals at the automation party is RTS Realtime Systems Group, which launched its RTD Tango automated/algorithmic modelling and trade execution platform last year. As AT discovers, there is evidently truth in the adage about learning from other’s mistakes to avoid making your own. full story
Spotlight: Patsystems IQ-Trader
FREE ARTICLEPatsystems were one of the first ISVs to launch an electronic dealing platform when futures markets began migrating from open outcry in the 1990s. AT takes a look at the automated trading functionality within the latest incarnation of its mid-tier IQ-Trader platform. full story