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MONTH END EXTENSIONS

CROSS ASSET
  • MONTH END EXTENSION: Besides Data, and speakers, some focus will be on Month End flows, given that markets are closed on Friday, US will be open Monday.
  • These are notable for the EU and UK, small for the US.
Bloomberg Bonds:
  • US Tsys: +0.05yr (small).
  • EU Govies: +0.11yr (decent).
  • UK Govies: +0.19yr (huge).

MS Bonds:

  • US Tsys: +0.05yr (small).
  • EU Govies: +0.10yr (decent).
  • UK Govies: +0.18yr (huge).

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