The document discusses global excess liquidity indicators, the relationship between negative rates and liquidity, and policy implications. It also recommends a 6mly-2y2y flattener as a carry-efficient strategy for USD 2s5s, analyzing its historical performance and potential risks related to Fed policy decisions.
documents/vol00010-efta01362019-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-09-04","document_type":"tabular","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0051316","SDNY_GM_00197500","EFTA01362019"]}