CS Backs EUR Payer Calendar Spreads

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 161 Farringdon Rd, London EC1R 3AL. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions | Cookies

CS Backs EUR Payer Calendar Spreads

credit-suisse-zurich-125.gif

Credit Suisse is recommending a euro payer calendar spread based on the flatness of the volatility surface and the view that the risk of a rates sell-off is skewed toward later in the year.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request demo or Login
  • 4,000 annual insights
  • 700+ notes and long-form analyses
  • 4 capital markets databases
  • Daily newsletters across markets and asset classes
  • 2 weekly podcasts
Gift this article