DB spots gap in forwards market


Bankers expect the implied credit spread forward space to follow developments in the interest rate market where it is common practice to use and position against the forward rather than the spot rate.

Deutsche Bank has created a complete forward matrix, highlighting the cheapest and most expensive forward period and implied one-year forward spreads compared with the spot curve.

Marcus Schüler, integrated credit marketing, Europe at Deutsche Bank says this is a new way of looking at the curve a

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