My monthly Swaps Review in Risk Magazine looks at the recent market volatility resulting from Italian political events, which caused investors to move out of euros and into dollars and treasuries:
- 29th May, saw large falls in USD Swap Rates
- Swap volumes three times higher in major tenors
- How prices moved during the day
- Recovery in rates on the next day
Please click here for free access to the full article on Risk.net.
