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Analysis & Comment  > The Monthly Banker

The Monthly Banker: 7 September 2016

Quick fire global bond outlook

    

Benchmark Bond Futures

Instrument Close 1 Day 1 Week YTD
US 10 yr T-Bond Future 132.30 +0.58 +0.41 +7.64
UK Gilt Futures (cont) 132.32 +0.44 -0.31 +15.55
Euro 10yr Bund (cont) 168.06 +0.80 +0.33 +10.14
JGB (cont) 151.07 -0.06 -0.44 +2.03

 

 

10yr Benchmark Yields

Instrument Yield 1 Day 1 Week 12 Months
US 10yr Bond Yield 1.54% -0.07bp -0.03bp -0.59bp
UK 10yr Bond Yield 0.72% -0.01bp +0.15bp -1.11bp
Germany 10yr Bond Yield -0.05% -0.00bp +0.04bp -0.72bp
Japan 10yr Bond Yield 0.33% -0.01bp -0.08bp -0.27bp

 

 

Yield Curve

  3 month Bill 2-year 5-year 10-year 30-year
USD Gov 0.3095 0.7261 1.1153 1.5357 2.2277
Euro Gov 0.081 -0.246 -0.069 0.207 0.648
GBP Gov   0.435 1.119 0.718 2.261


Signals

Top 5 Gains.

Symbol Stock Close % Change
GSWISS10 Swiss 10yr Bond Yield -0.494 6.7%
UKT UK CDS USD SR 5Y 34.0885 +3.8%
BNCANT Banca Monte Paschi SR EUR 5Y 362.385 +1.8%
UB1 Euro 30 yr Buxl (cont) 193.44 +1.5%
UBU6 Euro 30-year Buxl (Sep 16) 193.44 +1.5%

Top 5 Losses.

Symbol Stock Close % Change
GAGB10YR Austrian Gov 10yr Bond Yield 0.075 -48.6%
GFRN10 France Govt 10Yr Yield 0.174 -28.4%
USGG2YR US 2yr Bond Yield 0.7261 -7.6%
USGG5YR US 5yr Bond Yield 1.1153 -6.4%
SOAF South Africa CDS USD SR 5Y 239.659 -4.5%
 

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