Swap Spreads
February 17th, 2009 9:21 am | by John Jansen |Swap Spreads are opening wider across the curve this morning. Two year spreads are 4 1/2 basis points wider at 73. Five year spreads are 4 1/2 basis points wider at 75. Ten year spreads are 4 3/4 basis points wider at 20 1/2. Thirty year spreads are 3 wider but still very ludicrous at Negative 27.
