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
- Political RiskPolitical Risk
Intelligence on key political and geopolitical events around the world.
- About Us
US SWAPS: Spds running mildly mixed into the early close, spd curve holding
flatter all session on very light swap-tied flow, $151.1k DV01 2s10s steepener,
$106.6k DV01 5s10s flattener, $120M payer in 10s at 2.415%. Coming into the
session, small $47.1k DV01 3s5s flattener. O/N repo specials adding to widening
w/3s, 5s and old 5s and 10s all trading tight. Latest spread levels:
* 2Y +0.44/18.38
* 5Y +0.12/3.44
* 10Y -0.12/-1.44
* 30Y -0.38/-20.62