euribor spread

nevil

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Hello, I am new to this site and curious whether anybody could help me on this question. I possess bonds which are linked to the spread between Euribor 10 year and euribor 2 year interest rate between banks. I got some indications lately that the spread between the two is increasing (after a period of being negative) but I could not find any "open" source to verify this. i know these rates are published via Bloomberg to which site I do not have access. Does anybody also have any idea if this spread will move up (and why) while the financial crisis is going on. Thanks, Nevil
 
The general consensus is that it is increasing (terminology:steepening) and the basic reason behind this is that the ECB rate cuts are heavily front loaded while the inflation from quant easing will certainly appear within the decade... And of course one expects a premium for lending long etc etc.

I am also pretty certain you can get Euribor rates for free on the web somewhere or other!
 
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