The report highlights an expected 0.06Y duration extension in the Bloomberg EU Government Index for June 2026 due to heavy supply. Analysts maintain a constructive view on the 10-20Y OAT-Bund box flattener trade.
Key Takeaways
- 1.The Bloomberg EU Government Index is expected to see a 0.06Y duration extension for June month-end, driven by significant supply.
- 2.Technical dynamics support a 10-20Y OAT-Bund box flattener trade.
Table of Contents
- Interest Rates Daily
- EGB month-end
- Upcoming supply
- Recent publications
- Upcoming data highlights
- EUR Rates Dashboard
- USD Rates Dashboard
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- Red Mount Analytics
- Global Markets Research contact details
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Authors
Riccardo LamiaJean-François PerrinAlex LiGuillaume MartinMonna DimitrovaMatthias Loise
Securities
OAT-Bund box flattener
Themes
Duration Supply Impacts
Regions
EuropeBelgiumItalyGermany