Sentence examples for swap spread from inspiring English sources
Yet the so-called swap spread is actually negative and Treasury yields (vs. swaps) are unusually high relative to history.
To start, while the implied Libor-overnight index swap spread has quadrupled since April, to 0.46 percentage point, it is far below the September 2008 peak of nearly two percentage points.
The current 3-month basis swap spread is -0.16 percent.
To bear this counterparty risk, he charges me a premium: the swap spread.
The negative basis swap spread hurts yen investors when they buy USD assets.
The basis swap spread, positive or negative, is the result of these flows.
Swap spreads have become a key barometer of financial health.
Swap spreads, a measure of risk aversion, reached their highest point since 2003.
(Marginal Revolution) Are rising credit-default swap spreads actually helping the Greek government?
Since they are the biggest actors in the swaps market, so did swap spreads.Swap knotTaken together, these factors might seem enough to explain what has happened.
Concerns over contagion have caused sovereign credit-default swap spreads to widen, and the cost of borrowing to rise.
