Hi guys,
I thought it would be an awesome trade to sell Eur short and buy T-Bills (up to 13weeks) with the proceeds in USD.
My broker charges my 3.689% pa for a loan in Eur.
T-Bills with maturity in 13 weeks give me 5.010% pa as interest payment.
With these circumstances…why is the Euro that high? Why do not more people short Eur and buy treasuries. Especially if you consider that the Euro had a nice rally and maybe now it is overbought a little bit…
Maybe I have missed sth but for me it looks like a trade with a high win-rate and good return.
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