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by allanpaladino
May 24th, 2009, 8:44 pm
Forum: General Forum
Topic: Negative Swap Spreads
Replies: 83
Views: 68299

Negative Swap Spreads

<t>mathmarc's explanation really makes sense...and its basis on fundamentals only (as opposed to market-oriented explanations such as exotics hedging, pension funds hedging, etc) is pretty attractive...but i dont understand why they've turned negative just now... i dont have any long-dated series of...