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Today's Pick

Pay Attention To US Swap Spreads

by Felix-Antoine Vezina-Poirier, Chief Strategist  

Our US Bond strategists expect a modest narrowing of the Treasury/OIS spread, supporting a cyclical long-duration stance and 2s10s steepeners. Over the past year, the spread has added roughly 30 bps to the 10-year Treasury yield, driven by factors such as…

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