y can do so by buying 6 month 5sl0s curve floors. The 5sl0s is a proxy for the SySy, which, as seen above, can be regarded as a proxy to liquidity. SySy USD rates and spread between 10 and Sy swaps (5s104 Last Price ill.1SF6055,BLC Curncy (R1) 2.9506 USSW510 imcy (R2) 63.4375 1 010 2011 2012 2013