Story thread · 2 reports / 2 sources

Hedge funds target Euribor-ESTR spread as euro liquidity tightens

hedgeweek.com · 4d

Hedge funds are positioning for a widening gap between two key euro money-market interest rates as shrinking excess liquidity in the European banking system creates opportunities for relative-value trades, according to a report by Bloomberg.

First report: Europe’s Shrinking Bank Liquidity Fuels Hedge Fund Rates Bet bloomberg.com, 5d

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