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by Fulton
September 9th, 2011, 3:13 pm
Forum: Trading Forum
Topic: Swap Carry
Replies: 9
Views: 22133

Swap Carry

Fixed receiver where you pay LIBOR?
by Fulton
September 8th, 2011, 2:43 pm
Forum: Trading Forum
Topic: Swap Carry
Replies: 9
Views: 22133

Swap Carry

What kind of swap?
by Fulton
July 21st, 2011, 5:17 pm
Forum: Trading Forum
Topic: Muni - Libor spreads
Replies: 2
Views: 19268

Muni - Libor spreads

<t>The muni market is very technically driven (i.e. new issue supply and demand). MMD tends to trend up in times of high supply and conversely moves lower in times of decreased supply/increased demand from investors. One would generally expect weekly SIFMA/LIBOR ratio compression to continue when ta...