Time to revisit this old favorite.- Chart line defined as US10YY (3.36%) less EU10YY (3.32%) = +4 currently.
- Chart up = more positive yield spread = buy Bunds sell UST and vice versa.
- Having dicked around in the +ve teens for the past 3 months, this looks like turning down finally.
- Time to sell bunds vs buy USTs?
17 November 2009
10 yr Bunds/UST spread : Revisit
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