http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/ Alea Jacta Est Mon, 12 Jul 2010 20:04:31 +0000 hourly 1 http://wordpress.org/?v=3.0 http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/#comment-3223 David Merkel Wed, 10 Jun 2009 03:56:32 +0000 http://www.aleablog.com/?p=3682#comment-3223 sorry, I knew you meant positive -- I put the 50 bp out for reference sake. Sorry for the confusion. sorry, I knew you meant positive — I put the 50 bp out for reference sake. Sorry for the confusion.

]]> http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/#comment-3220 jck Mon, 08 Jun 2009 20:44:17 +0000 http://www.aleablog.com/?p=3682#comment-3220 Thx David. It won't normalize to 50 bp anytime soon, I meant going back to positive. Thx David. It won’t normalize to 50 bp anytime soon, I meant going back to positive.

]]> http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/#comment-3219 David Merkel Mon, 08 Jun 2009 20:42:39 +0000 http://www.aleablog.com/?p=3682#comment-3219 30-year swap spreads average about +0.5% over the short existence of this market. 30-year swap spreads average about +0.5% over the short existence of this market.

]]> http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/#comment-3218 jck Mon, 08 Jun 2009 19:42:51 +0000 http://www.aleablog.com/?p=3682#comment-3218 Current coupon now 5.02 and 30-year swap at 8.50. How big? North of $100 billion, mostly in the long end. Current coupon now 5.02 and 30-year swap at 8.50. How big? North of $100 billion, mostly in the long end.

]]> http://www.aleablog.com/30-year-swap-spread-will-normalize-soon/#comment-3216 pwm Mon, 08 Jun 2009 18:25:13 +0000 http://www.aleablog.com/?p=3682#comment-3216 How big? How big?

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