Swap Spreads

July 31st, 2009 9:07 am | by John Jansen |

Swap spreads are mixed.

Two year spreads are 2 basis points tighter at 35 basis points. Five year spreads are a basis point tighter at 36.Ten year spreads are a basis point tighter at 23 1/2. Thirty year spreads are flat at NEGATIVE 24

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