RESEARCH ROUNDUP: Focus on EU Referendum Impact on USD Rates
Source: BFW (Bloomberg First Word)
People
Alex Roever (Bear Stearns & Co Inc)
Dominic Konstam (Deutsche Bank AG)
Jabaz Mathai (Citigroup Inc)
Priya Misra (TD Securities USA LLC)
Rajiv Setia (Barclays PLC)
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UUID: 7947283
(Bloomberg) -- Analysts move from a long duration bias to a more neutral view as focus mounts on the outcome of U.K.’s EU referendum.
Alert: HALISTER1- Citi suggests lightening up on duration longs, JPMorgan stop-out of 5Y UST shorts, Deutsche Bank recommend buying Treasury dips on any post-vote relief trade
- Barclays (strategists including Rajiv Setia)
- June FOMC meeting perceived as dovish, Fed again re- assessed the path of a short-run neutral rate lower
- Turns neutral on long Aug ’16 FF and 2s10s Treasury curve flattener recommendation
- Focus turns to UK referendum; paying 2Y USD swaps looks attractive to position for remain vote, improvements in payroll data
- Heading into belly supply, recommends short 3s7s10s fly; tends to systematically cheapen ahead of auctions
- BNP (strategists including Timothy High)
- June FOMC reinforced view the Fed is already finished raising rates for this cycle
- Shadow Fed funds rate has more accurately reflected monetary policy than nominal Fed funds since QE began; rate has already tightened 325 bps since Oct. 2014, referring to index here
- This, together with Fed’s ongoing tightening bias, growing risks of recession, yield curve should be flatter not steeper; recommends 2s10s UST or swap flatteners
- Expects swap spreads to respond to changing supply dynamics; deficit to stabilize, T-bill supply to rise, SOMA re-investment, net Treasury supply to fall in coming years
- Turns bullish swap spreads, recommend buying 5Y spread outright or vs selling 2Y
- BofAML (strategists including Shyam Rajan)
- Simplistic framework showing 10Y rates are pricing ~25bps Brexit premium; expects return to 1.75% to 1.85% range on remain vote; leave would cause further re- allocations to U.S. as bund yields likely to trade close to -0.25%
- Dramatic gravitational pull of negative yields across the globe will remain the dominant theme that will remain irrespective of the Brexit outcome
- Trade playing out in global rates markets isn’t just one of policy mistake but also incremental erosion of policy credibility, evident in global bull flattening of yield curves
- Citi (strategists including Jabaz Mathai)
- Front end of rates markets can’t rally much further, wait until after EU referendum to fade the move; premature to go short the market, but lightening up on long positions makes sense
- Breakevens are grinding lower given de-risking environment; valuations are attractive, wait until past referendum to initiate longs
- Continue to like long 1y10y straddles given near-term uncertainty about UK referendum
- Believe recent decline in survey based long-term inflation expectations is fundamentally supportive for vols due to the potential for an aggressive Fed response down the road
- Deutsche Bank (strategists including Dominic Konstam)
- Real money, leveraged accounts have been going into UK referendum short duration, heavily concentrated in front end out to five years; more dovish turn from the Fed has resulted in a pain trade
- Almost every major bond market has made new all-time lows, Treasuries the exception but should follow regardless of the outcome of the vote, recommends buying dips on any post vote relief trade
- JPMorgan (strategists including Alex Roever)
- Treasury yields decline with intermediates outperforming, as increased Brexit risks, dovish Fed more than offset strengthening domestic data
- Skepticism around FOMC’s projections has only grown, markets not fully pricing in another 25bps increase until Dec. 2017, fewer than two hikes priced over the next three years
- Unwind short in 5Y USTs, maintain 1s2s steepeners
- Under Brexit scenario, see 10Y Treasury yields falling by 10bps-12bps, Italy/Germany sovereign spreads widen to 200bps
- Treasuries look rich by several measures, only recommend fading via conditional payer swaptions
- TD Securities (strategists including Priya Misra)
- An exit from the EU has significant implications for the U.S. economy; still see evidence pointing to victory for the “remain” camp
- Risk-reward not particularly appealing for many popular Brexit trades
- Recommends owning Treasuries vs bunds heading into the referendum
Source: BFW (Bloomberg First Word)
People
Alex Roever (Bear Stearns & Co Inc)
Dominic Konstam (Deutsche Bank AG)
Jabaz Mathai (Citigroup Inc)
Priya Misra (TD Securities USA LLC)
Rajiv Setia (Barclays PLC)
To de-activate this alert, click here
UUID: 7947283