Bloomberg reports:
The difference between the two-year swap rate and the benchmark Treasury note yield, known as the swap spread, narrowed to 94.5 basis points from 112.25 yesterday. The 17 percent drop is the biggest one-day decline since September 2003. Swap spreads with maturities from three through 30 years were down between 8 basis points and 14 basis points.
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjUCI1TWervX0S_elEDsGVdCa8fRLBjK3lL7O7XrP3ZuvRtrsMpWsyRwWBB7kmPzzbKbVEFCjjmGIuoJwhgPc4dC9x9tdIKm5Dx8r4dMleLFS9EkFXstCE7t5najNltUN5l8du5Sv-0eQ/s400/st.png)
No comments:
Post a Comment