UST MORNING CALL: Uncertainty May Again Be Unkind to Auctions
(Bloomberg) -- $46b of supply to be taken down today; 2Y FRN, 30Y TIPS, 7Y.
- Yesterday’s 5Y supply saw soft underlying stats, in sharp contrast to auctions seen in May; broader risk environment, lack of investor conviction before EU referendum may have weighed on sale, RBS writes in a client note
- Today’s 7Y looks cheap versus wings, roll remains wide to fair value; reduced risk appetite, large amount of duration supply today should lead to some further concession, JPMorgan writes in client note
- Major risk events ahead, reduced liquidity and elevated implied volatility may dampen investor demand, Nomura writes in note
- Favor flattening exposure as 5s30s approaches 134bps/135bps area; UST market overall to maintain bid into U.K. vote on EU membership, writes Seaport Global’s Tom Digaloma in a client note
- Technicals:
- Resistance: 131-20 (June 20 high); 131-26 (June 17 low); 132-03+ (June 16 low)
- Support: 131-04+ (pivot s1); 130-30 (50% retreat of May 31-June 16 rally); 130-16+ (61.8% Fibo of May 31-June 16 rally)
Alert:
HALISTER1Source: BFW (Bloomberg First Word)
People Tom Di Galoma (Seaport Group LLC/The)
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