Sell Bund vs UST in Indirect Bearish Trades in Europe: Barclays
Source: BFW (Bloomberg First Word)
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Cagdas Aksu (Barclays PLC)
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UUID: 7947283
(Bloomberg) -- Recommend investors do not rush to fade the bund selloff; instead, use indirect duration trades such as short 10Y bunds vs USTs, short bund ASW vs Eonia to express a bearish bias on EUR rates, Barclays strategists including Cagdas Aksu write in client note.
Alert: HALISTER1- Maintain indirect short bias given:
- Unlikely to see further ECB easing anytime soon
- Upcoming redemptions, greater QE have been well flagged; from May onward, supply/demand dynamic turns much less market-friendly
- EUR breakevens are little changed vs U.S. 5Y5Y fwd breakevens
- 10Y bund yields already reflect decent amount of risk premium for U.K. referendum
- As a result of low yield lvl, EGB issuers continue to be active in the sector in an effort to extend duration
Source: BFW (Bloomberg First Word)
People
Cagdas Aksu (Barclays PLC)
To de-activate this alert, click here
UUID: 7947283