USD 10y Swap: pay or receive

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

  1. eurusdcny

    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)..

    thoughts?
     
    #1     May 24, 2006
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  2. rosy

    rosy

    you're assuming an upward sloping curve. maybe inversion is more likely
     
    #2     May 24, 2006
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