Fixed Income And Currency Market

25 Jun 2017

5 year OIS pricing in rate cuts, 10 year gsec yield to fall below repo rate

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Five year OIS (Overnight Index Swap) yield fell by 10bps week on week to close at levels of 6.21%. One year OIS yield fell by 1bps to close at 6.20%.

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Arjun Parthasarathy
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