| Rates Alert|

United States – Close UST 10Y/30Y flattener

14 December 2012 13:45 GMT David Semmens , Hee-Eun Lee

  • The expansion of QE3 raises the risk of a steeper UST 10Y/30Y curve • The second phase of Operation Twist 2 did not help the UST 10Y/30Y curve flatten • This was against our expectation – we had entered a flattener on 11 July 2012 • We close the trade at a small loss
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Author: David Semmens , Hee-Eun Lee

Region: Americas > US

Rates: Focus Issues , Rates Strategy

Publication Name: Rates Alert

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