This is no present, sorry. As explained in our post on Christmas trading hours last week, during the Cristmas and New Year holiday period spreads may widen and swaps may be affected by the ‘turn’ effect.
The ‘turn’ effect is a phenomenon that exists in financial markets which is caused by supply and demand for funding over key dates such as year or quarter-end. This can create anomalies in the forward curves for certain currencies, and we are already beginning to see this priced into the year-end swap points that we receive from our liquidity providers.
Happy New Year everyone!