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Danske Bank Markets 2016 Fixed Income Top Trades

Published 12/01/2015, 06:23 AM
Updated 05/14/2017, 06:45 AM

Welcome to the Danske Bank Markets Fixed Income Top Trades for 2016.

No. 1: USD 3Y10Y swap flattener on hawkish Fed

No. 2: Receive 1Y EONIA and pay 1Y1Y EONIA

No. 3: EUR Govie RV: Long 10Y Ireland vs. France

No. 4: EUR Govie RV: Long 9Y Spain vs. Italy

No. 5: Receive SEK 2Y2Y swap

No. 6: Long 5Y SEK covered bonds vs. 10Y SGB

No. 7: Long 5y NGB vs. swap

No. 8: Buy DGB 21 against DBR Sep 21 on spread and roll

No. 9: Buy Danish T-bills swapped into USD

No. 10: Buy 3Y non-callable bonds hedged with 3Y DKK swaps

No. 11: Buy 5Y Capped Floater NYK 2.5% 2021 Jul

No. 12: Buy 2% 2047 hedged with 15Y DKK swaps

To Read the Entire Report Please Click on the pdf File Below

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