Expected Volatility in Swaps
We are currently approaching the end of the quarter, which is a period of high volatility not only in your charts itself, but a period when the swaps market widens considerably due to the high levels of interbank lending.
Please expect significant volatility in swap rates.
For those just starting and in need of a definition – FX Swap is an interest that you either earn or pay for a trade that you keep open overnight.
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