USD 10y Swap: pay or receive

Discussion in 'Financial Futures' started by eurusdcny, May 24, 2006.

  1. eurusdcny


    we're right at a nice trendline..but with the highly correlated 10y treasury at 5.01% and fed funds at 5.00% one would think that rates are bound to snap higher (and thus paying swap)..

  2. rosy


    you're assuming an upward sloping curve. maybe inversion is more likely