Friday, 17 February 2012

Yield curve Analysis

After the uncertainties surrounding Greece has made for some difficult trading conditions, there has till been some good opportunities that has arisen from trading some spreads.
On the shorter end the Euribor-Shatz has come off a high after the shatz finally started to move.
For further details view below:


In terms of the longer end of the yield curve, the 2s 10s spread which is a good representation of this yield curve, we are getting some pretty big moves, with some good opportunities when the Bund reaches the 139 area, with the Shatz being quite subdued in its movement. The curve has been flattening as is expected, but some high probability opportunities have been there. Watch below to see what the spread has been doing.

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