Swap curveHong Kong marketThis paper investigates the extent of swap curve dynamics across USD and HKD markets. We find that US Treasury curve invokes significant positive responses on HKD swap curve due to the existence of the currency peg system. Our work also indicates that Hong Kong swap ...
However, that analysis has only been conducted on an ad-hoc basis and we’ve never been able to monitor the trends over time or on a more granular basis (e.g. by maturity, product type). All that changes now that we have added US Treasury data intoCCPView. This data reveals the tot...
Rates.US1M: Yield on the 1-month U.S. Treasury Bill. Rates.US3M: Yield on the 3-month U.S. Treasury Bill. Rates.US6M: Yield on the 6-month U.S. Treasury Bill. Rates.US1Y: Yield on the 1-year U.S. Treasury Note. Rates.US2Y: Yield on the 2-year U.S. Treasury Note. Rat...
Treasury bill- a short-term obligation that is not interest-bearing (it is purchased at a discount); can be traded on a discount basis for 91 days T-bill Treasury obligations,Treasury- negotiable debt obligations of the United States government which guarantees that interest and principal payments...
What does a decisive Republican victory mean for emerging markets? Don’t just do something, stand there! Sustainable investing perspectives: Trump 2.0 presidency implications Implications for Europe Investing in Asia Pacific: Persistent fog Trump President, Senate ...
2s10s EUR swap curve keeps grinding steeper, now hitting 37 basis points, signaling that Europe’s bond market is bracing for a structurally different rate regime. Meanwhile, the 10-year U.S. Treasury-Bund spread has cratered below 140 basis points, down from 184bps at the end of Feb...
US Treasury yields were stable on Thursday with markets broadly muted ahead of the jobs report due later today. Markets await the jobs report later today where an increase of 175k is expected on the Non-Farm Payrolls, while the unemployment rate and average hourly earnings YoY are both, expec...
dollar swap spread curve flattened in November 2008. It attributes the market gap to an announcement by Treasury Secretary Henry Paulson that the Troubled Asset Relief Programme will no longer be used to buy back assets. Details on series of pressurized swap spreads are also discussed. Also noted...
Mnuchin Chases Wall Street Glory With His War Chest of Foreign Money; Trump’s former Treasury secretary is going where few seasoned investors can – and where some wouldn’t. Max Abelson – Bloomberg The head of a hot cybersecurity startup had good news to share as he walked into his cha...
The First Bank of the United States (1791 to 1811): The First Bank of the United States was established through the work of Alexander Hamilton, the first secretary of the Treasury, as a part of his plan to stabilize and improve the nation’s credit and to improve how the financial busine...