HALISTER1: Hong Kong Dollar Swaps Decline Most in More Than Two Months

Hong Kong Dollar Swaps Decline Most in More Than Two Months

(Bloomberg) -- HKD 5-year interest-rate swaps drop 10 bps, most since March 17, to 1.3200%, lowest since April 12.
  • HKD 2-year swaps down 8.5 bps to 1.0000%
  • Spread between 2-year and 10-year swaps narrows to 62 bps vs 63.5 bps on June 3; click here for chart
  • Spot USD/HKD -0.01% to 7.7677
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Source: BFW (Bloomberg First Word)

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