ENTITY

COP 5Y (CLSWIB5 CURNCY)

17
Analysis
Colombia
A vanila interest rate swap us an agreement between two counterparties to exchange cashflows (fixed vs floating) in the same currency. This agreement is often used by counterparties to change their fixed cashflows to floating or vice versa. The payments are made during the life of the swap in the frequency that is pre-established by the counterparties.
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bearishINR 5Y
04 Mar 2022 23:14

Alpha Bites: Performance Summary of Trade Recommendations in FX and Rates – March 2022

I provide a performance update of all my trade recommendations along with discussing the open trades. I have closed 25 of the 35 trades recommended...

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bullishCLP 5Y
10 Feb 2022 00:54

An Update on High Conviction 2022 Thematic Rate Curve Steepening Trades in EM

Revisiting my thematic recommendation for 2022, EM rate curves should start steepening as ex-Asia they are ahead of DM in rate-hiking cycles and...

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bearishCOP 10Y
27 Jan 2022 23:46

In an Environment of Rising Rates, Colombia 10y Local Rate Is a Good Short

I like paying Colombia 10y as the political risk premium should increase going into the presidential election in May based on similar episodes in...

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bearishCOP 10Y
06 Dec 2021 21:59

Alpha Bites: A DV01-Neutral 5s10s Rate Curve Steepener in Colombia

I recommend a steepening trade in Colombia as it may have flattened too much with excessive rate hikes priced in and the long end vulnerable to a...

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bullishCOP 5Y
07 Oct 2021 22:31

Rates 10y Dashboard: Take Profits on Colombia 2s5s Flattener

We recommend taking profits on our 2s5s rate curve flattening recommendation in Colombia. We expected the short end to move higher as the central...

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