ENTITY

ZAR 10Y (SASW10 CURNCY)

54
Analysis
South Africa
A vanila interest rate swap us an agreement between two counterparties to exchange cashflows (fixed vs floating) in the same currency. This agreement is often used by counterparties to change their fixed cashflows to floating or vice versa. The payments are made during the life of the swap in the frequency that is pre-established by the counterparties.
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19 Feb 2021 01:01

Rates 10y Dashboard: Peru Outperforming

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss the outperformance of Peru...

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18 Feb 2021 01:45

Rates 10y Dashboard: South Africa Asset Swap Spreads Start Tightening

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we revisit asset swap spreads in...

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bearishZAR 10Y
15 Feb 2021 22:51

Alpha Bites: Buy South Africa 10y Bond FX-Hedged Vs Pay 10y IRS

We recommend buying the 10y bond in South Africa on a currency-hedged basis and paying 10y interest-rate swap against it as the spread between the...

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12 Feb 2021 01:02

Rates 10y Dashboard: Mexico’s Monetary Policy Decision Today

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss our views regarding...

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