Favor EUR Swaps Flattening, 5y5y Inflation to Move Lower: Citi
Source: BFW (Bloomberg First Word)
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Harvinder Sian (Citigroup Inc)
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UUID: 7947283
(Bloomberg) -- Favor flattening strategies in EUR swaps and continue to see 5y5y EUR inflation declining toward 1.20%, Citigroup strategists including Harvinder Sian write in note.
Alert: HALISTER1- Target 0.7% on nominal 5y5y as expect QE flow effects to push real rates lower
- Increasingly skeptical of ECB rate cuts as evidence mounts that bank profitability damage interferes with the transmission mechanism
- Enhanced QE program likely to remain supportive for EGBs, especially given that the vast majority of the extra EU20b a month of buying is likely to benefit PSPP before corporate credit purchases begin later in 2Q
- Periphery spreads are likely to grind tighter and scarcity in bunds (new yield lows expected) favors the lower-for- longer theme in periphery too, though risk assets will have to first navigate Brexit risk and July’s Greek resolution
Source: BFW (Bloomberg First Word)
People
Harvinder Sian (Citigroup Inc)
To de-activate this alert, click here
UUID: 7947283