Swap Spreads

March 31st, 2014 4:28 pm | by John Jansen |

Swaps spreads moved wider today. Three year spreads leaked wider by 1.2 basis points and 5 year spreads widened 0.6 basis points. Ten year and thirty year spreads widened .25 basis points. Real money and hedge funds received intermediate spreas as spreads widened over the course of the day. There was also good interest in 5s 10s steepeners in swap space.

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