Swaps and Agencies

December 30th, 2008 4:12 pm | by John Jansen |

Agency spreads are unchanged to 2 basis points wider in the 5 year and 10 year sectors. The level of trading activity is very light.Two year swap spreads are 1 ½ basis points wider at 69 ½ basis points. Five year spreads are ¾ basis points tighter at 61 ½ basis points. Ten year spreads are 1 ¼ basis points tighter at 38 ¾ basis points. Thirty year spreads are wider by 5 basis points at 11.

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