Swaps - USD

USD Swaps: Momentum spills front end spreads lower still

Narrowing pressures in the front end of the spread curve gathered further momentum into the afternoon, with the 2y spread down 1.75bps.

ICE Swap Rate feedback: Expand data set

As the situation of non-fixing ICE Swap Rate fixings has persisted, IBA published feedback today that overwhelming calls to expand the data set.

USD Swaps: Trade skeptics lurk; Front end spreads narrow ...

USTs are bull-flattening as trade skeptics lurk while equities ride high. Front end spreads continue narrowing on little volume.

USD Swaps: FRA/OIS tightening view

Swap spreads are mixed after Monday's tightening. As FRA/OIS continues to tighten, strategists at JPM look at potential drivers for the move.

USD Swaps: Spreads narrow; Lower FRA/OIS; Supply

Swap spreads narrowed, led by the front end as supply related flows and tighter FRA/OIS helped to pressure spreads. Barclays looks at the ISDA consult

USD Swaps: Macro focus; ISDA response; Brevan

The macro focus of the UST market remains unwavering, resulting in slightly higher yields. ISDA fails to rattle.

ISDA confirms median estimate and 5y lookback for LIBOR f...

ISDA has confirmed that it will use a median estimate and a 5y lookback for LIBOR derivative fallbacks.

USD Swaps: Trade optimism seeps back in; Progress report

USTs are under modest pressure as trade optimism seeps back into the narrative. BAML gives a trade war progress report.

USD Swaps: Cautious bears return ahead of data slew

A four-day week of steady gains by USTs risks closing with a small reversal as overnight trading has seen a modest push higher in 10y yields.

USD Swaps: Longer term ops; Trade malaise

NY Fed released a schedule of longer term repo operations going over the year end, with 3 operations of $15bn, $15bn and $25bn. USTs stayed higher.