Minor Changes In New NDO Forecast Expected

Published 06/13/2013, 08:03 AM
Updated 05/14/2017, 06:45 AM
  • Stabilisation battlefield will have implications for monetary policy
  • NIER new confidence survey - turning higher?
  • Take profit on long RV position in mortgage bonds
  • Unexpected move in ASW spreads offers opportunity to add strategic ASW box
  • Expect minor changes in new NDO forecast
  • Trades
    New

    , buy SGB1049 and sell SGB1057 in an ASW box @ -6bp. P/L: +15bp/-15bp.

    Profit taken, buy SWH185 vs SGB1051. Profit: +20bp.

    Profit taken, buy SWH186 vs SWH183 in an fwd ASW spread. Profit: +22bp.

    Loss taken, buy SHYP1580 vs SHYP1576. Loss 8.5bp

    To Read the Entire Report Please Click on the pdf File Below.

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