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RBC believe the 5-yr sector of the Gilt.......>

GILTS
GILTS: RBC believe the 5-yr sector of the Gilt curve can benefit from
"confluence of upcoming policy risks as well as poor data", and recommend a
2s5s10s cash trade.
- RBC say that the Sep-23 Gilt has cheapened the most in the 5-yr sector and
recommend buying it vs selling the Sep-21 and Jul-26 and is very well correlated
to the 2s5s10s Gilt curve and "offers a slightly positive carry/ roll over 3
months versus a slight negative carry/ roll on the 2s5s10s cash butterfly@.

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