Receive EUR 2s5s10s Swap Fly 3Y Forward Targeting -40bps: BNP
Source: BFW (Bloomberg First Word)
People
Eric Oynoyan (BNP Paribas SA)
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UUID: 7947283
(Bloomberg) -- Receive EUR 2s5s10s swap fly 3y forward targeting -40bps as new long-term ZIRP trade, BNP Paribas strategist Eric Oynoyan writes in e-mailed comments.
Alert: HALISTER1- Expect more dovish ECB following the negative impact of U.K. Brexit vote
- Fed normalization to support the 5y on the fly and very attractive 1y roll/vol ratio for 3y fwd
- Add on any move to -3bp, stop +3bp
Source: BFW (Bloomberg First Word)
People
Eric Oynoyan (BNP Paribas SA)
To de-activate this alert, click here
UUID: 7947283