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Market Pricing Of UK Risks Is Nearing Its Previous Highs
22 Sep 2025 16:41 GMT
… backdrop.
A measure combining asset swap spreads, bond spreads, sterling, volatility spreads …
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US Swap Spreads Signal Rising Concern Over Treasury Market Conditions
23 May 2025 10:21 GMT
… by the US 10-year swap spread still trading wide at 55bp …
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Swap spreads: Reloaded?
30 Apr 2025 13:44 GMT
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US government 6-month credit default swap spreads widen
11 Apr 2025 15:57 GMT
NEW YORK (Reuters) - The short-term cost of insuring exposure to U.S. government debt climbed further on Friday in a sign of investor nervousness. Spreads on U.S. six-month credit default swaps (CDS) - market-based gauges of the risk of a default - widened …
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Trump tariffs turn swap spreads into ‘pain trade’
09 Apr 2025 00:21 GMT
A bet on the relative performance of US interest rate swaps versus Treasuries has turned into a ‘pain trade’ for hedge funds as tariff-driven fears cause bond yields to surge.
Hedge funds piled into what some dubbed the ‘trade of the year’ after the US …
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Trump deregulation push boosts appeal of swap spread wideners in bond market
05 Mar 2025 10:31 GMT
… torrent of so-called swap spread wideners in the … yields lower, consequently widening swap spreads. Swap spreads across the curve have … a result have recommended swap spread wideners to take … a research note, recommended swap spread wideners in the belly …
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UAE’s real GDP to accelerate to 5.3% in 2026, central bank says
18 Sep 2025 14:12 GMT
… year on year. Credit default swap spreads for both emirates remained low …
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Risk In France Is Not Quite Gone Or Forgotten
16 Sep 2025 13:24 GMT
… , French bond spreads and asset swap spreads are slightly tighter today after … bond spread and the asset swap spread, remain wide.
What that tells …
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US swap spreads tighten in sign of stress
05 Aug 2024 20:28 GMT
… specific time frame.
A swap spread is expressed as the basis … S. Treasury yields dropped, swap spreads were tighter across the curve … in swaps, which ... move swap spreads as well," said … which tends to tighten swap spreads during periods like this.…
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ICE Benchmark Administration to Launch USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap Rates® as Benchmarks
21 Jun 2024 12:18 GMT
… USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap … Rate benchmarks to include SOFR swap spreads and €STR swap rates,” said … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap …