Tuesday, October 25, 2011

UK Interest Rate Landscape


While we’re on hold for our EU friends, best to revisit the UK term structure.

On the announcement of King's surprise, Oct/6, we alerted clients that the curve would expand, debt prices weaken and to take advantage of that reality.

That is, the lay of the landscape just ahead suddenly took on a different shape. Investors, traders, planners were to navigate that landscape with tools that fit their needs the best.

Pre-announcement, the 10 yr  2.31%, 2 - 10, +171, 2 - 30, +266.

We recommended Oct/14 that clients realize half the gains on this trade and remain with the balance.

Last, 10 yr, 2.60%, 2 - 10, +202, 2 - 30, +292.

We expect progress in Europe and see no reason abandon this position.



Robert Craven



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