UST MORNING CALL: De-Risking for Payrolls; Brexit Impact on Data
Source: BFW (Bloomberg First Word)
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Tom Di Galoma (Seaport Group LLC/The)
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UUID: 7947283
(Bloomberg) -- Bias toward de-risking ahead of Friday’s employment report; data may look slightly better given it is from pre-Brexit vote.
Alert: HALISTER1- Seaport Global, which favored 5s30s flattener since spread was ~135/136bps, is looking to take off risk ahead of this week’s payroll reports after spread touched 119bps overnight, Managing Director Tom Digaloma writes in a client note
- All data that comes this week is from before EU referendum, and there may be a disconnect between pre- and post- Brexit data, RBS writes in a client note; tempted to try and take advantage of this via tactical shorts this week
- ISM survey on Brexit released Friday shows “most” don’t foresee major disruptions, while “many are cautiously watching the situation”; expects Brexit to hamper growth
- Analysts maintain a bullish bias on USD rates; Deutsche Bank, Citi lower yield forecasts following move from BofAML last week; Goldman still sees “two-thirds” probability of at least one Fed hike by year-end: MORE
- Technicals:
- Resistance: 133-29 (July 1 high), 134-07 (June 24 high)
- Support: 133-00 (July 4 low), 132-14+ (50% of June 24 range), 131-01 (61.8% Fibonacci retracement of June 24 range)
Source: BFW (Bloomberg First Word)
People
Tom Di Galoma (Seaport Group LLC/The)
To de-activate this alert, click here
UUID: 7947283