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	Podcast:		Eurodollar University
	Episode:		HOLY SH*T! Swap Spreads Just...
	Category:		Business
	Duration:		00:19:54
	Publish Date:		2023-10-24 15:16:10
	Description:		#recession #money #recession2023 #money #inflation #deflation #interestrates #dollar #economy #credit #interestrates #eurodollar #collateral #repo I've been talking about swap spreads for the last couple months, last week they make a huge move. To understand what it was and why it matters, let's talk about interest rate swaps and what their spreads to US Treasuries really tell us. What is this all about? In simple terms: the most direct window into shadow money and deflation potential. Eurodollar University's Money & Macro Analysis BIS Working Papers No 705 An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans https://www.bis.org/publ/work705.pdf FRBNY: Negative Swap Spreads https://www.newyorkfed.org/medialibrary/media/research/epr/2018/epr_2018_negative-swap-spreads_boyarchenko.pdf Twitter: https://twitter.com/JeffSnider_AIP https://www.eurodollar.university RealClearMarkets Essays: https://bit.ly/38tL5a7
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