swap spreads

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Swap spreads collapse, what does It mean?

I never thought I would see what this chart is showing. 10-year swap spreads have suddenly, for the first time ever, dropped below zero. They are now -7.25 basis points. Since swap spreads are traditionally a proxy for AA bank credit risk, this means ...

Forum topic - investorzzo - Mar 24 2010 - 10:47pm - 1 comment