Monday, January 28, 2013

UK Term Structure - A Refresher

From our sketch of Jan/13 – any sober FI trader wants to look for a further expansion of the UK curve. 

Earlier we has worked this spread from 270, 2 – 30, 100, 5-10 with an exit for clients, Jan/10, at 288, 109 but with the caveat that nothing had changed, that course-of-least resistance would remain wider, Q1.  Last, 297, 111. 

Traders were to look for the chance to own the spread, most certainly not to sell it. Nothing has changed.

It is clear that the government favors central-bank activism (austerity cover).  Although King recently took issue (Belfast) with the more active process of intervention and although he and others have indicated that they are perhaps less impressed than before with its effectiveness, it remains on the table; that is, in providing cover for gov’t policy, including the desire for a weaker pound, the Bank is still willing to look past current inflation reads.

As long as these dynamics remain in place our strategy is the correct one.


Robert Craven

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