The document provides trade recommendations and analysis of the US fixed income market. It discusses maintaining long 5Y breakevens, shifting short 2Y1Y eonia to short 3y eonia, exiting long 30Y BTP for a cross-market steepener, and maintaining Bund ASW widener. It also analyzes the US market, noting disappointing hard data but resilient jobless claims, and recommends USD2s5s steepeners. A table of risk premium estimates from 1988 to 2014 is included.
documents/vol00010-efta01457203-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-03-27","document_type":"tabular","key_locations":["US","Greece","France","Japan"],"key_organizations":["Deutsche Bank"]}