Y*u
2 楼
Recent usage of the currency swap line (see attachment). Current usage is
about 2 Billion, an insignificant amount. But the trend is going up.
Libor-OIS spread seems is reaching 0.5%, which is current penalty rate.(
attachment 2)
"These central banks have agreed to lower the pricing on the existing
temporary U.S. dollar liquidity swap arrangements by 50 basis points so that
the new rate will be the U.S. dollar overnight index swap (OIS) rate plus
50 basis points."
about 2 Billion, an insignificant amount. But the trend is going up.
Libor-OIS spread seems is reaching 0.5%, which is current penalty rate.(
attachment 2)
"These central banks have agreed to lower the pricing on the existing
temporary U.S. dollar liquidity swap arrangements by 50 basis points so that
the new rate will be the U.S. dollar overnight index swap (OIS) rate plus
50 basis points."
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