HALISTER1: USD Swap Spread Rises on Growth Optimism, Buy 5-Yr UST: Mizuho

USD Swap Spread Rises on Growth Optimism, Buy 5-Yr UST: Mizuho

(Bloomberg) -- Optimism for faster U.S. economic growth and higher rates is boosting demand for receiving floating rates, driving 10-year USD swap spread higher, says Hiroko Iwaki, senior foreign bond strategist at Mizuho Securities in Tokyo.
  • Adds, however, doubtful as to whether the “rosy” outlook will materialize given the swap spread remains below zero
  • Sees it unlikely at the moment that Fed will raise rate more than twice in 2017
  • Favors buying Treasury 5-year notes on expectations that yields will reprice Fed rate prospects
  • NOTE: 10-year swap spread touched -7.75bps on Friday, highest since July 6
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Hiroko Iwaki (Mizuho Securities Co Ltd)

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