Morning Update - 11/26/08
Swaps better across the board this morning, widening is the theme that we've seen across the entire swap curve. Here are the levels at 11AM NY time:
2Y 98.3 +4.3
5Y 83.1 +0.610Y 18.3 +3.8
30Y -41.1 +6.1
Treasuries across the curve getting slightly bid:
2Y 1.145% -0.6
5Y 2.054% -2.0
10Y 3.029% -6.8
30Y 3.586% -4.9
Relatively quiet day, so far.
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