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Macro and Interest Rates Latest Activity

How interest rates, inflation, and central-bank policy transmit to various asset classes.

73 related activitiesLast 30 days 42 itemsFeatured among them 5 items

Updated

Activity Archive · Page 2 页

14 OctWedIssue 21–40 items
  1. Hong Kong Monetary Authority: Press Releases32

    Hong Kong Monetary Authority releases the Exchange Fund Analytical Account as of end-September 2026

    The Hong Kong Monetary Authority released the Exchange Fund Analytical Account as of end-September 2026. During the month, the Exchange Fund’s external assets decreased by HK$76.7 billion to HK$3,576.0 billion, the monetary base was HK$2,090.2 billion, claims on the private sector in Hong Kong were HK$473.0 billion, and external liabilities were HK$135.3 billion. The account is released in accordance with the IMF’s Special Data Dissemination Standard, and the release schedule for the full year 2027 has also been announced.

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  2. Hong Kong Monetary Authority: Press Releases25

    The Hong Kong Monetary Authority will hold a top-up tender for 10-year HK-dollar government agency bonds on October 21, 2026.

    The Hong Kong Monetary Authority, on behalf of the Hong Kong SAR Government, announced that it will hold a top-up tender for 10-year HK-dollar government agency bonds on October 21, 2026. The underlying security is the existing bond with code 10GB3507001, with an issuance size of HK$1.25 billion and settlement on October 22, 2026. The bond carries a coupon of 3.17%, payable semi-annually, and matures on July 24, 2035. The tender is open only to designated primary dealers under the Government Bond Programme, with a minimum bid amount in multiples of HK$50,000.

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  3. Hong Kong Monetary Authority: Press Releases24

    HKMA to hold tapering tender for 3-year HKD HKSAR institutional government bonds on October 21, 2026

    On behalf of the HKSAR Government, the HKMA announced that it will hold a tender for 3-year HKD institutional government bonds on October 21, 2026, through a tapering issuance of existing 5-year government bonds (issue number 05GB2912001, stock code 4284), with settlement on October 22, 2026. The tender size is HKD 750 million, with a coupon rate of 3.23% per annum, payable semi-annually, and a maturity date of December 5, 2029. The tender is open only to designated primary dealers under the Infrastructure Bonds Program, with a minimum tender amount of HKD 50,000 or multiples thereof.

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13 OctTue
  1. QuantLib：GitHub Releases49

    QuantLib 1.44 Released

    QuantLib 1.44 has been officially released, available for download as both QuantLib-1.44.tar.gz and QuantLib-1.44.zip. This version removes features deprecated in version 1.39, adds several new features, and deprecates a batch of features that will be removed in a future version (expected to be 1.49). This version can still be tested with Visual C++ 2017, but subsequent versions may no longer support this compiler.

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  2. Hong Kong Monetary Authority: Press Releases25

    HKMA Announces Results of October 13 Exchange Fund Bills Tender and October 20 Tender Arrangements

    The HKMA has announced the results of the October 13 tender for two issues of Exchange Fund Bills. Issue Q2641 received HK$205.533 billion in tenders, with HK$71.151 billion allotted at an average accepted yield of 2.82%; Issue H2670 received HK$64.930 billion in tenders, with HK$19.0 billion allotted at an average accepted yield of 3.15%. A tender for three issues of Exchange Fund Bills will be held on October 20, with a total planned issuance of HK$84.147 billion.

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11 OctSun
  1. Quantocracy24

    Quantocracy's Latest Quantitative Research Link Roundup as of October 10, 2026

    Quantocracy has released its latest roundup of quantitative research links as of October 10, 2026, featuring four related research pieces. It notes that the 30-year U.S. Treasury yield closed at 5.60% in the first week of October, the highest level since 2002; the remaining content covers research discussions on momentum portfolio development, pre-market patterns, and market stop-loss hunting.

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9 OctFri
  1. SEC: Press Release48

    SEC proposes expanding the range of securities eligible for cross trades by registered funds

    On October 9, 2026, the SEC released a proposed rule to amend Rule 17a-7 on cross trades under the Investment Company Act of 1940, restoring cross-trading permission for most fixed-income securities, while optimizing rule conditions such as pricing and oversight, and requiring registered funds engaging in cross trades to submit aggregated reports on related trading activities. The proposal will be published on SEC.gov and in the Federal Register, with a 60-day public comment period following publication.

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  2. CFA Institute Research and Policy Center: Publications47

    401(k) Investment Menu Costs Decline While Quality Improves

    Analysis of 401(k) plan filings from 2013 to 2023 by the CFA Institute Research and Policy Center shows that the average expense ratio of 401(k) investment menus fell from 0.69% to 0.39%, with declines in both active and index fund fees, and the fee gap between small and large plans has essentially closed. Fund quality also improved over the same period, with the weighted average of Morningstar Medalist ratings rising from 3.45 to 3.85, and lower-cost funds often receiving higher ratings.

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8 OctThu
  1. Federal Reserve: Speeches55

    Fed Governor Waller: The Signal Value of the Summary of Economic Projections and the Logic Behind the September Rate Hike Decision

    Fed Governor Waller delivered a speech at the Central Bank of Türkiye, explaining the rationale behind the September FOMC decision to raise the policy rate by 25 basis points to 3.75%-4%, and elaborating on the signaling role of the Summary of Economic Projections (SEP). He stated that the September rate hike was not based on a single inflation data point, but rather the cumulative result of multiple factors over recent months, including stabilization in the labor market, energy price increases driven by Middle East conflicts, high-tech consumer price increases driven by AI construction, and new tariff risks arising from trade conflicts.

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  2. Federal Reserve: Monetary Policy31

    Federal Reserve Releases Minutes of the September 15-16, 2026 FOMC Meeting

    The Federal Reserve released the minutes of the September 15-16, 2026 FOMC meeting on October 7, 2026. The minutes are based solely on information available to the Committee at the time of the meeting. Regular FOMC meeting minutes are typically released three weeks after the policy decision announcement, and are available in HTML or PDF format on the Federal Reserve Board's website.

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7 OctWed
6 OctTue
  1. Federal Reserve: Speeches52

    Fed Governor Bowman Delivers Speech, Announces Restructuring of Bank Supervision Functions and Modernization of Supervisory Framework

    Fed Governor and Vice Chair for Supervision Bowman delivered a speech at the Community Banking Research Conference, announcing that the Fed will reorganize its existing supervisory functions into five regions along state boundaries, with each region led by a regional director overseeing all supervisory activities, to address prior mismatches in supervisory authority and responsibilities and slow committee processes.

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5 OctMon
  1. Alpha Architect59

    Buying complex retail investment products may not be a good idea: Interpretation of a paper in the Review of Finance

    Alpha Architect interprets the paper "Competition, complexity, and security design: evidence from retail investment products" published in the Review of Finance in 2026. This study takes yield-enhancement products in the Swiss market as a sample and finds that issuers deliberately increase product complexity to weaken price competition when competition intensifies.

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3 OctSat
  1. Quantocracy35

    Quantocracy Latest Quantitative Research Link Roundup as of October 2, 2026

    Quantocracy has compiled the latest links related to quantitative research as of October 2, 2026, covering a range of quantitative research topics. These include 897,000 tests conducted on approximately 150 types of trading patterns, an analysis of the impact of 13 oil price surges on U.S. stocks since 1970, a study of asset performance during periods of rising bond yields from 1963 to 2026, and research on an attention factor based on the WallStreetBets herding effect and BERT sentiment.

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2 OctFri
  1. Federal Reserve: Speeches64

    Fed's Bowman on eSLR Regulatory Modernization: Preliminary Observations on Treasury Market Liquidity Improvements Following New Rule Implementation

    Fed Vice Chair for Supervision Bowman delivered remarks sharing preliminary assessments following the implementation of the eSLR rule finalized in November 2025.

    Key Takeaways:Understand the calibration logic behind eSLR's shift from a fixed 2% buffer to 50% of GSIB method-1 surcharge capital, and its impact on the balance sheet capacity of Treasury market dealers.

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  2. Federal Reserve: Speeches51

    Fed Governor Jefferson Delivers Speech: U.S. Economic Resilience Persists, Upside Inflation Risks Dominate

    Fed Governor Jefferson delivered a speech at the University of Virginia, outlining his assessment of the U.S. economy and monetary policy. In the first half of this year, U.S. GDP grew at an annualized rate of 2.4%, roughly in line with the growth rate over the past two years, with AI-related investment being the main support for business investment. The unemployment rate stood at 4.1% in August, close to the maximum employment level.

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1 OctThu
  1. Federal Reserve: Speeches47

    Fed Governor Lisa Cook: The Dual Mission in Rural America

    Federal Reserve Governor Lisa Cook delivered remarks at the first nationwide Investing in Rural America conference hosted by the Federal Reserve Bank of Richmond. She noted that rural labor markets broadly track national trends, but with lower labor force participation and slower employment growth than urban areas in recent years. Rural inflation has largely aligned with national trends, though cost-of-living increases outpaced urban areas during the post-pandemic recovery, with energy and housing costs as the primary sources of divergence.

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30 SeptWed
  1. OpenBB：GitHub Releases60

    OpenBB V5 Released: License Changed to Apache-2.0, Core, CLI, and Most Providers Upgraded to 2.0

    OpenBB has released the V5 major version line. The openbb meta-package is at 5.0.0, while the core, CLI, API, MCP server, router, and most providers are at 2.0.0. openbb-devtools is at 2.0.1, openbb-charting is at 4.0.0, and openbb-imf is at 3.0.0.

    Key Takeaways:OpenBB V5 changes the license to Apache-2.0 and migrates to hatchling/uv packaging, a layered openbb.toml configuration, and a CLI 2.0 spec file mechanism. These changes can be used to evaluate upgrade paths and available data sources.

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25 SeptFri
  1. HKEX: Market Communications63

    HKEX derivatives clearinghouses to accept Chinese government bonds, policy bank bonds, and MOF offshore bonds as non-cash collateral starting November 2026

    HKEX announced that its wholly owned derivatives clearinghouses, HKCC and SEOCH, plan to include Chinese government bonds and policy bank bonds held under Northbound Bond Connect, as well as MOF bonds issued offshore by the Ministry of Finance, as eligible non-cash collateral for margin requirements starting November 2026. The arrangement remains subject to regulatory approval. This expansion applies to all derivatives products cleared by the two clearinghouses, aiming to provide market participants with more flexible collateral options and improve capital efficiency. The relevant launch date will be announced separately, and detailed rules are available in the circulars issued by HKCC and SEOCH on the same day.

    Key Takeaways:HKEX has clarified the bond categories, applicable clearinghouses, and effective date for newly eligible non-cash collateral, allowing derivatives participants to adjust their margin collateral arrangements accordingly.

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