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November 8, 2024
PI Global Investments
Hedge Funds

Undeterred, hedge funds bet on euro swap steepeners


Hedge funds are returning to a popular rates trade despite uncertainties over inflation and Dutch pension reform.

Dealers report a renewal of interest in euro swap steepeners, which aim to profit from a widening gap between the fixed rates on short-dated and long-dated interest rate swaps. 

In particular, traders are taking a punt on the spread between 10-year and 30-year swaps, known as 10s30s. This basis is likely to widen if central banks cut interest rates later this year, as expected.

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