‘Twas The Week Before Christmas: US Dollar Swaptions Dive To Lowest Point Since 2005 As US Treasury 30Y-2Y Curve Lowest Since Sept 2007

By Anthony B. Sanders

‘Twas the night week before Christmas, when all through the (financial) house
Not a creature trader was stirring, not even a mouse;

With the exception being traders sending 2Y30Y Swaptions down to their lowest level since 2005. Not to mention sending the 2Y30Y Treasury curve down to 86 basis points, the lowest since September 2007.

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Meanwhile the crypto currency Bitcoin remains above 18,000 the week before Christmas.

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Merry Christmas, one and all! Except those renting housing.

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