bullish

US Rates: DM swap spread outlook

260 Views30 Jun 2025 13:05
Podcast
SUMMARY
  • DM swap spreads exhibit correlation but also have idiosyncratic drivers
  • Central bank balance sheet evolution and money market rates are identified as top drivers of DM swap spreads
  • Fed expected to continue QT, ECB and BoJ expected to normalize balance sheets, impacting swap spreads

This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

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