Why “30 Year SOFR CMS - 2 Year SOFR CMS” still reversed?

来源: 于 2024-10-21 18:55:29 [旧帖] [给我悄悄话] 本文已被阅读：次

I have some structured bond which are linked to that yield curve. While treasure yield curve is positive now, the above yield curve is still negative, which means I still cannot get dividends. How long should I wait till it catches the treasure yield curve. Anyone knows the logic behind?