<t>Hi,I was wondering quickly how (or if you can) express an interest rate position using FX forwards and Spot.For example, imagine I wanted to be exposed to a position that is "long" AUD rates vs USD.Take the AUD 6M swap at about 106 points, this implies a yearly yield of about 2.38%, how can I tra...

<t>QuoteOriginally posted by: NechiJeremyOne reason why there could be spread differential at different times is issuance period. When e..g EU Corporates come to issue bonds (to take advantage of low rate) in say 5yr area, they swap it vs swap. So e.g. iberdrola issue 5y bond, they have a fixed liab...

<t>Quote2-the Demand for paying fixed vs float,in this current environment of low Interest rates( (ZIRP ),the demand to be short of the market is high ,i.ereceive float vs pay fixed,the market maker will adjust this demand by raising the fixed rate ,which is equivalent to widening the spread.So are ...

<t>Yeah, I know that the IRS is not a derivative of the bonds and shouldn't be identical, but what are some of the reasons for the spread to widen or tighten so dramatically as seen in the Bunds, I notice that certain times (i.e. euro crisis) it actually correlated with risk assets such as the iTrax...

<t>Hi there, please forgive me in advance for what is likely a v.beginner question.But I was looking at Swiss 10Y bond yields and also looking at the 10Y IRS and was wondering why there is a ~50bps differential, when the US is merely around 15/20 bps and Germans is at 30bps and is quite volatile ove...