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MONTH END EXTENSIONS (updated)

CROSS ASSET

Bloomberg Bond:

  • US Tsys: +0.07yr (small/average).
  • EU Govies: +0.07yr (small average).
  • UK Govies: -0.03yr (non event).

MS Bond:

  • US Tsys: +0.06yr (small).

Sees largest extension in Belgium, followed by Germany and Ireland.

  • EU Govies; +0.05yr (small).
  • UK Govies: contracts (non event).

Barcap FX:

  • They see moderate USD selling against all majors, and stronger signals vs the Yen.

Citi FX:

  • They see USD selling.
Equities BNP:
  • They sees Equity outflow.

Equities Citi:

  • Their Quant model sees need for stock sales, bond buying.

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