Easing liquidity concerns and weak data have supported the short-end of the CNY swap market, driving steepening pressure across the 1s/5s slope, writes Deirdre Yeung of Total Derivatives.... more
APAC Financial Markets • #CNYSwapMarket, #Derivatives, #Liquidity #MarketNews
Monday, 1 June 2015
Total Derivatives: CNY curve steeper on short end recovery
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