We sound like the proverbial broken record when we say that the EONIA forward curve is waaay mispriced. Does anyone believe that the ECB will be raising rates in the first half 2021 when the USD OIS curve has priced in close to three Fed cuts (we will discuss the inversion in the EONIA curve further down below). For the full report, click HERE
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.