Total Derivatives: Will flat CNY curve dampen 5y offers?

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Total Derivatives: Will flat CNY curve dampen 5y offers?

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3D illustration with chinese renminbi symbol on blue background | Mathias Rosenthal/Mathias Rosenthal - Fotolia

Today the PBOC fixed the yuan at its weakest level since 2010, causing short-end underperformance as offers drove 5-year NDIRS lower. One source said the resultant curve flatness should dampen further receiving interest in the belly, writes Deirdre Yeung of Total Derivatives.

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