By Gertrude Chavez-Dreyfuss and Anirban Sen NEW YORK, Oct 28 (Reuters) - The slowdown in one of the US Treasury market's most ...

Traders have piled into basis swaps crossing secured and unsecured overnight US dollar rates in recent weeks, as anticipated and existing funding pressures hit repo markets. Weekly volumes of federal ...

A surge of yen-denominated bonds by foreigners and a perceived reduction in dollar supply are making it costlier to swap yen funds to the US currency. Three-month basis swaps for dollar-yen dropped to ...

In the third quarter of 2026, the DNB Group will recognise a positive mark-to-market effect of NOK 151 million from basis swaps connected to funding. Furthermore, a negative effect of NOK 534 million ...

As investors become comfortable trading single name credit default swaps on commercial mortgage backed securities, a plain vanilla trade is rapidly finding favor. The trade--which Goldman Sachs, ...