Posts tagged 'Basis Swaps'

A negative euro lending rate and year-end funding pressure

If you have euros and want to borrow dollars against them… at the moment, it’s going to cost you.

But… if you happen to have dollars and want to borrow euros against them… you will be paid to do the deal instead. Read more

And off to the basis swap market we go…

From ICAP Research’s Chris Clark, a chart that shows the net change in the EURUSD basis swap rate in the past week Friday, February 24 – Friday, March 2:

 Read more

An existential crisis in Eurozone rates [updated]

[Updated to clarify some points.]

Presenting the three-month EURUSD currency basis  swap, currently trading at approx -137 bps: Read more