Swap Spreads

April 16th, 2014 10:31 am | by John Jansen |

Swap spreads are wider today. I have heard of isolated hedging (paying) by end users. The one trader with whom I spoke stressed the “isolated” word and believed that it was not the beginning of some thematic move. He also noted that the notional amounts involved were small.

Two year spreads are 3/4 basis point wider and 5 year spreads are 1/4 basis point wider. Tens are 1/2 basis point wider and 30s are 1/4 basis point wider.

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  1. One Response to “Swap Spreads”

  2. By CGC on Apr 16, 2014 | Reply

    I’ve heard of some HF receiving 5yr/4yr spreads.

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