-
Orchid Island Capital, Inc. (NYSE:ORC) Q4 2024 Earnings Call Transcript
01 Feb 2025 13:14 GMT
… and that’s just because swap spreads have been trending negative in … , just so we’re clear, swap spreads are all right in the …
-
Tradeweb’s TW SEF Receives SEC Approval
31 Jan 2025 10:20 GMT
… and first fully electronic SOFR swap spread trade. In 2007, Tradeweb launched …
-
Higher yields drive record demand for euro zone government debt sales
31 Jan 2025 07:28 GMT
… in bond yields, combined with swap spreads collapsing, had made the bond … surged 100 bps last year.
Swap spreads measure the difference between the … late last year and the swap spread remains negative.
Investors such as …
-
Tradeweb’s TW SEF Receives SEC Approval for SBSEF Registration
30 Jan 2025 14:27 GMT
… and first fully electronic SOFR swap spread trade. In 2007, Tradeweb launched …
-
US swap spreads tighten in sign of stress
05 Aug 2024 20:28 GMT
… specific time frame.
A swap spread is expressed as the basis … S. Treasury yields dropped, swap spreads were tighter across the curve … in swaps, which ... move swap spreads as well," said … which tends to tighten swap spreads during periods like this.…
-
NZD/USD tracks sideways. NZ yields fall with global trend
29 Jan 2025 03:18 GMT
… at 4.55% with asset swap spreads back at 45bp from the …
-
AGNC Investment Corp. (AGNC) Q4 2024 Earnings Call Transcript
28 Jan 2025 20:30 GMT
… -term treasury rates and swap spreads beginning to show signs … and mortgages because of where swap spreads are today. And Chris … our asset portfolio because swap spreads have tightened so dramatically … . To the extent that swap spreads begin to stabilize, and …
-
Dynex Capital, Inc. (NYSE:DX) Q4 2024 Earnings Call Transcript
28 Jan 2025 13:57 GMT
… hedges at the tights in swap spreads.
Our book-to-value … saw the recent tights in swap spread, which we believe adequately … As we discussed last quarter, swap spreads reached levels where we think … I guess if we see swap spreads kind of stay around current …
-
ICE Benchmark Administration to Launch USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap Rates® as Benchmarks
21 Jun 2024 12:18 GMT
… USD SOFR ICE Swap Rate® Swap Spreads and EUR €STR ICE Swap … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap … Rate benchmarks to include SOFR swap spreads and €STR swap rates,” said … USD SOFR ICE Swap Rate Swap Spreads and EUR €STR ICE Swap …
-
Stocks Week Ahead: Market's Risk to Reward Ratio Does Not Favor the Bulls
27 Jan 2025 10:48 GMT
… markets. However, the narrowing basis swap spreads for USD/JPY suggest …