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All You Ever Wanted To Know About Interest Rates | DC Analyst

Forward Guidance

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The So Far Swap Spread Over the US Treasury Curve in Red

The spread between swaps and treasuries is it's called the swap spread. The swap spreads have actually gotten wider in the, as you mentioned, the kind of confusing direction of treasure yields being higher. Short term treasury rates are just so attractive that investors are not really as interested in term rates. That means that kind of term treasuries are kind of trading at this somewhat paradoxical discount to slops.

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