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

来源: NCNE 于 2024-10-21 18:55:29 [] [旧帖] [给我悄悄话] 阅读数 : (297 bytes)

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?

所有跟帖： 

• 能说的更具体些吗？CMS我的理解是Constant Maturity Swap -slow_quick- ♂ 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (0 bytes) () 10/22/2024 postreply 05:49:18

• 我买的结构债劵与这个指标相关. 担心碰到骗子公司踩雷了. -NCNE- ♂ 给 NCNE 发送悄悄话 (483 bytes) () 10/22/2024 postreply 07:17:07

• 还是负的。。。 -slow_quick- ♂ 给 slow_quick 发送悄悄话 slow_quick 的博客首页 (54124 bytes) () 10/22/2024 postreply 08:31:10

• 谢谢. 只要没碰上骗子公司踩雷就好. 愿赌服输. -NCNE- ♂ 给 NCNE 发送悄悄话 (0 bytes) () 10/22/2024 postreply 11:53:49

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