EM Sovereign Cross Currency Report
J.P.Morgan·2024-08-12 09:55
EM Sovereign Cross Currency Report August 1, 2024 Summary of sovereign EUR bond spread versus USD, bp Cross-Currency Basis -ESTR/Euribor basis Note: EURUSD basis refers to SOFR/ESTR cross currency basis Jun-22 Oct-22 Feb-23 Jun-23 Oct-23 Feb-24 Jun-24 Emerging Markets Strategy Nishant Poojary (44-20) 3493-3859 J.P.Morgan Securities plc Average spread to xccy-adjusted USD curve, bp | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | |-----------|-------------|------------|-----------|-- ...