HALISTER1: European Govt Bond Index Extensions Supportive for OATs: Citi

European Govt Bond Index Extensions Supportive for OATs: Citi

(Bloomberg) -- Effective duration for European Govt Bond Index is expected to increase by 0.11y at the end of April, Citigroup strategists Saumesh Dutta and Aman Bansal write in client note.
  • Increase is above median change over past 5 yrs, though in- line with the recent April changes
  • Weighted duration change, the most relevant measure, should be most supportive for France
  • Among individual country indexes, largest extensions are for Finland, the Netherlands and France
    • Changes to be supportive for 10Y Finland, 30Y Netherlands, France
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

People
Aman Bansal (Citigroup Inc)
Saumesh Dutta (Citigroup Inc)

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