THE WEEKLY GLOBAL INVESTOR: 2-YEAR SWAP SPREADS SURGE TO RECORD!

Bloomberg.com: Worldwide: "Two-Year Swap Spreads Surge to Record High as Confidence Slides"

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THE WEEKLY GLOBAL INVESTOR

jeudi, septembre 18, 2008

2-YEAR SWAP SPREADS SURGE TO RECORD!

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Analyses Back-up: Check: PESO, EURO; JAPAN, YEN; CHINA, YUAN; STERLING, U.K.; DOLLAR, UNITED STATES

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r = p + 0.5y + 0.5 (p - 2) + 2

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