Swap Spreads

July 31st, 2014 9:16 am | by John Jansen |

Swap spreads are wide this morning. Two year spreads are out 3/4 basis point and 5s are 1.5 basis points wider. Ten year spreads are 1 basis points wider and 30 year spreads are 3/8 basis point wider.

In Eurodollar futures the reds are down 2 and greens are down 4.

The movement in the swaps market is contained so that tells me that there is no significant hedging activity (yet).


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