HALISTER1: Hong Kong Dollar Swaps Highest Since June as Curve Steepens

Hong Kong Dollar Swaps Highest Since June as Curve Steepens

(Bloomberg) -- HKD 2-year interest-rate swaps rise 3.5bps to 1.0200%, highest since June 8 while HKD 5-year IRS climbs for sixth day, up 5 bps to 1.3300%, also highest since June 8.
  • Spread between 2-year and 10-year swaps widens to 67bps vs 64.5bps yesterday; click here for chart
  • Spot USD/HKD falls 0.02% to 7.7538
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