All swap spread articles
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Opinion PiecesViewpoint: Swap spreads at stress levels
Asset swap (ASW) spreads are currently trading at historically high levels as volatility in rates markets has remained high. We believe there is an opportunity for continental European pension funds to enter into Euribor receiver swaps and sell Bunds in their matching portfolio. Indeed, we expect that the peak in ...
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NewsPension funds to benefit from ‘exceptionally high’ swap spread
Pension schemes are advised to take the opportunity to change ‘expensive’ government bonds for cheaper swaps
