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GILT SUMMARY: The Dec-19 gilt future trades at 132.71, up 59 ticks from Monday's
close and trading near best levels; L-H: 132.04-132.77.
- Gilts have rallied with yields 4-6bps lower on the day. Cash yields (Last / 1d
chg / L..H): 2Y (0.4747% / -3.8bp / 0.4724%...0.4797%); 5Y (0.442% / -4.4bp /
0.4404%...0.4479%); 10Y (0.6356% / -5.9bp / 0.6333%...0.641%); 30Y (1.196% /
-6.3bp / 1.1944%...1.2021%).
- The curve has bull flattened: 2s10s (15.3bp / -1.9bp / 15.3bp..16.4bp); 2s30s
(71.4bp / -2.3bp / 71.4bp..72.9bp).
- The short sterling futures strip has flattened: W (broadly + 0.0/2.0 ticks
higher); R (+ 2.5/3.5 ticks); G (+ 3.5/4.5 ticks); B (+ 4.5/5.0 ticks)