Barclays Pitches GBP Floor Spreads Financed Via Curve Caps

© 2025 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

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

Barclays Pitches GBP Floor Spreads Financed Via Curve Caps

Barclays is backing a strategy for investors looking to take a short duration view on sterling rates by buying a 2y-5y constant maturity swap floor spread, funded by selling out-the-money curve caps.

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

Related articles

Gift this article