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Citi: Month-End Should Provide Modest Support

EGBS

Citi project “the Bloomberg Euro Treasury index to extend by 0.05 years and FTSE EGBI to extend by 0.06 years. Both extensions should be most supportive for Bunds, followed by Bonos on a weighted duration basis. On individual curves, Belgium will extend the most driven by OLO 2.6% Jun24s dropping out at month-end.”

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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