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⚖️🇬🇧 U.K. Gilt Yields Steepened The Most Over Last Month: Cable FX Macro

Writer's picture: Rosbel DuránRosbel Durán

**As seen in Macro Walk report 07/14/23, subscribe at cablefxm.co.uk/reports


  • Sovereign curves post a mixed performance over the last month, U.S. Treasuries seems unchanged from previous steepening while the AGB curve flattens the most and Gilt yields steepen by more than 20bps

  • N.Z., Canada and U.K. curves see steepening, gilts yields led the rise at 23.4bps to -75.6bps. However, the curve saw marginal moves this week as 2-year Gilt yield fell by 19.2bps and the 10-year dropped by 20.6bps

  • AGB front-end recorded the largest drop in the space as yields declined by 34.2bps on the week, kiwi rates followed at -20.5bps. The U.S. 2-year Treasury yield declined by 17.8bps to 4.769%, the 10-year yield extended lower to 3.834%

  • Despite the decline in the U.S. Treasury yield curve, rates remained offered when compared to a month ago



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