The document discusses strategies for long forward breakevens, either outright or hedged with energy futures. It includes analysis of front end TIPS breakevens, their relationship with oil prices, and the 5s/10s breakeven curve. It also covers the recovery of the 5-year inflation basis and the performance of the 30-year inflation basis, suggesting inflation basis steepeners as a strategy.
documents/vol00010-efta01362023-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2016-09-04","document_type":"tabular","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0051320","SDNY_GM_00197504","EFTA01362023"]}