Rates Insights
类型：投资策略 机构：大华银行有限公司 研究员：大华银行研究所 日期：2017-12-07
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Over the past week, 3M SOR increased by 12.3bps, 3M SIBOR increased by 8.4bps and 3M LIBOR increased by 2.7bps.
The 1M vs. 6M SOR curve flattened by -13bps and the 3M SOR discount to SIBOR lessened by 3.9bps.
10Y SGS has outperformed vs. UST and outperformed vs. SG IRS. The 10Y SG IRS yield increased by 1.9bps, which was less than 1 std dev based on historical yield changes over the past month.
The 5Y vs. 30Y SG IRS curve closed today at 0.75% and has flattened by -3.4bps over the past week.
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