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Rabobank Suggest Dutch Pension Fund Flows May Have Factored Into Recent Swap Spread Moves

EGBS

When it comes to recent moves in EUR swap spreads Rabobank suggest “the Dutch pension fund sector may have been taking advantage of the increase in rates seen in 2024 to further increase their hedge ratios as they look to de-risk as they prepare for what is likely to be the contentious “invaren” process.”

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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