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CAD vol
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Document Mentions (2)
EFTA00610276.pdf
1 mentionEFTA00610276
o the upside. Consider owning a 1Y vol swap, offered at —10.70% of USD notional. Note also that white we have been consistent advocates of AUD and CAD vol over the past year on our analysis of volumes, policy divergence and growth rebalancing these arguments are gradually becoming less attractive fro
EFTA01451148.pdf
1 mentionEFTA01451148
o the upside. Consider owning a lY vol swap, offered at -10.70% of USD notional. Note also that while we have been consistent advocates of AUD and CAD vol over the past year on our analysis of volumes, policy divergence and growth rebalancing these arguments are gradually becoming less attractive fro
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