Swap Curve
Courbes de taux d'interet swap — OIS, SOFR, EUR
Le marche anticipe des baisses de taux de 150bps sur 2 ans
Forward 2Y-5Y SOFR: 3.5% • Spread USD-EUR 2Y: 134bps
Taux cles
| Maturite | OIS | SOFR Swap | EUR Swap | Spread USD-EUR |
|---|---|---|---|---|
| 1M | 4.815% | 4.850% | 3.252% | 160bps |
| 3M | 4.764% | 4.796% | 3.200% | 160bps |
| 1Y | 4.530% | 4.579% | 3.050% | 153bps |
| 2Y | 4.227% | 4.248% | 2.910% | 134bps |
| 5Y | 3.765% | 3.798% | 2.695% | 110bps |
| 10Y | 3.458% | 3.495% | 2.491% | 100bps |
| 30Y | 3.366% | 3.395% | 2.401% | 99bps |