Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
Reporting on key macro data at the time of release.
Real-time insight on key fixed income and fx markets.
- Emerging MarketsEmerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
- MNI ResearchMNI Research
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
- About Us
Sign up now for free access to this content.
Please enter your details below and select your areas of interest.
J.P.Morgan note that given their "bias towards wider swap spreads, particularly at the long end, as well as the current cheapness of the December Ultralong bond contract, there is an efficient way to initiate long-end spread widening exposure. Go long 250 WNZ1 at 197-28 and pay fixed in a $44.2mn notional a forward starting swap (swap start date 12/31/2021, swap maturity 2/15/2047, fixed leg coupon 1.705%, forward maturity matched swap spread of -22bp)."