The document provides an analysis of the SySy USD rates and the spread between 10 and Sy swaps over several years. It includes a table of historical data from 2010 to 2015 and discusses the potential benefits of buying 6-month 5sl0s curve floors as a strategy against decreasing global central bank liquidity. The document also outlines indicative transaction terms for investors.
documents/vol00010-efta01361989-pdf.pdf
{"title":"SySy USD Rates and Spread Analysis","key_people":["Daniel"],"document_date":"2015-09-04","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["DB Markets Research","Bloomberg"],"reference_numbers":["DB-SDNY-0051285","SDNY_GM_00197469","EFTA01361989"]}