HALISTER1: Fade Recent Underperformance of Long-end France vs Germany: UBS

Fade Recent Underperformance of Long-end France vs Germany: UBS

(Bloomberg) -- Based on numerous metrics such as RV, cross-market valuations and economic outlook, 25Y OAT yields are ~15bps too wide vs Germany, writes UBS analysts including Nishay Patel in a client note dated Feb. 8.
  • Recent outperformance of Germany driven by positioning, long-end liquidity, OAT supply concession
  • Expected improving economic fundamentals, resulting in higher core yields and risk assets, to cause spreads to tighten over medium-term
  • Recommend long OAT 04/2041 vs bund 07/2040 at 61bps, target 45bps
  • NOTE: SocGen recommend long 2038 OAT vs bund 2037
  • NOTE: Morgan Stanley recommend 10s30s OAT flatteners vs Germany; long 30Y OAT vs Germany
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Nishay Patel (UBS Global Asset Management Japan Ltd)

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