Friday, October 14, 2011

Review

We earlier advised clients to look for more from the US real sector than expected, especially the jobs and consumer sectors. Yesterday’s Claims release was only a tad inside of expectations yet today’s Sales result was far through expectations, thus cooperating very nicely.

Ongoing, we can expect this anchor to remain set; there remains a flaw to St estimates.

Next, we have advised that both the UK and US term structures will expand and that clients are to either sell that debt outright, or, own both curves. This has performed satisfactorily. We advised buying the UK curve Oct/6, the day of the Bk of England’s surprise, and exactly because of it. The 2 - 10 was then 171, the 10 yr, 2.31%. Last, 2 - 10, 200, the 10yr, 2.61%.

Of course exercising this view or navigating the landscape we set for the client can be done in any number of ways, the weighted futures spread perhaps the simplest. However it was done, we recommend clients take in half the trade, stay with the balance.
 

Robert Craven

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