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EFTA Document EFTA01361989
Title Matchefta-efta01361989
Case Filesd-10-EFTA01361989Dept. of JusticeEFTA Document EFTA01361989
Unknown1p
Case File
sd-10-EFTA01361989Dept. of JusticeEFTA Document EFTA01361989
Other
Investors who wish to articulate a view on a decreasing global central bank liquidity can do so by buying 6 month 5sl0s curve floors. The 5sl0s is a proxy for the SySy, which, as seen above, can be regarded as a proxy to liquidity. SySy USD rates and spread between 10 and Sy swaps (5s104 Last Price ill.1SF6055,BLC Curncy (R1) 2.9506 USSW510 imcy (R2) 63.4375 1 010 2011 2012 2013 2014 2015 IsSFS055 Canty (USD FORWARD SWAP SYKSY) Daily 11SEP2010-10SEP2015 Copyright. 2015 .2 .:c tt ,e
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01361989
Pages
1
Persons
0
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