China Doesn’t Want UST’s? I’ve Heard That Somewhere Before
January 11, 2018 at 11:53 AM EST
The 30-year swap spread, the difference between the quoted interest rate swap rate from ICE and the same maturity US Treasury yield, had sunk from -9 bps on Monday the 18th to -13 bps Tue. the 19th and finally all the way to -24 bps that weird Wed.
