Report
Cross Currency Basis - December 2025
Since Liberation Day in the beginning of April, euro cross currency basis have been quite rangy particularly on the 5y segment around –4bps. But the long end (30Y) outperformed towards positive territory.Narrower credit and swap spreads between the US and the eurozone continued to shape the XCCY basis in 2025, with credit spreads tightening in the US while remaining low in Europe
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Natixis
Based across the world’s leading financial centers, Natixis CIB Research offers an integrated view of the markets. The team provides support to inform Natixis clients’ investment and hedging decisions across all asset classes.
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