Swap Spreads

September 28th, 2009 10:12 am | by John Jansen |

Swap spreads are mostly tighter today. The 2 year spread is unchanged at 31 1/2. Five year spreads are a basis point tighter at 31. Ten year spreads are a basis point tighter, also, at 15 1/2. Thirty year spreads have narrowed a basis point to NEGATIVE 12.

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