Treasury rally forces sharp squeeze on swap spreads

11 Sep 2003

Dollar swap spreads compressed sharply this week, and by the close in New York yesterday (Thursday), the two year swap spread was around 30.5bp over Treasuries, the five year was at 40.5bp over Treasuries and the 10 year was at around 43.5bp.

Both the five year and 10 year ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.