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ENTITY

CZK 10Y (CKSW10 CURNCY)

46
Analysis
Czech Republic
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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09 Feb 2021 16:54

Rates 10y Dashboard: CE Rates Work as Hedge to Higher US Rates Vol

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we show that the spread of CE rates...

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08 Feb 2021 16:10

Rates 10y Dashboard: Historical Vs Implied US Rates Volatility

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets. In this note, we look at historical and implied...

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04 Feb 2021 16:22

Rates 10y Dashboard: US Rates Volatility Low but Rising

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets. In this note, we look at the recent increase in the...

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03 Feb 2021 17:14

Rates 10y Dashboard: EM-US Correlation

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets. In today's note, we look at the correlation of EM...

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02 Feb 2021 16:12

Rates 10y Dashboard (Feb 2, 2021): Turkey Outperforming

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets with the objective of identifying the leaders and...

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