- EU10YY at 2.435% now.
- Monthly : Big downtrend undergoing retracement now. Don't forget, yields still down.
- Weekly : Bumping against downTL resistance so just bought bunds. No choice but to unwind part of nice UST/Bund spread by default to facilitate. However, will definitely look to re-spread if we see a nice rally in bunds.
- The UST/Bund spread position is at +10 now. Performing nicely.
19 October 2010
Bunds : 2.45% = Yield Resistance
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment