Yield Curve Advisory Briefing
A ninety-minute session covering level, slope, and butterfly moves on the gilt and selected euro curves, prepared from overnight closes.
Who it is for
Rates portfolio managers, treasury ALM leads, and hedge-fund rates traders who want an independent read of the gilt curve — and, where relevant, the German and French sovereign curves — before committing duration.
What you leave with
You receive a spoken briefing plus a short written curve note covering:
- Overnight shifts in level, 2s10s and 10s30s slope, and key butterflies
- Roll-down and carry context on the segments you nominate in advance
- A short list of market questions worth testing in the cash and futures books that day
We do not execute trades, hold client funds, or provide personal investment advice under the Financial Conduct Authority’s retail advice rules. The briefing is analytical colour for professional market participants.
Scope
Included: preparation from the prior London close and overnight futures, the ninety-minute session, and a one-page follow-up note within four hours.
Not included: continuous intraday chat coverage, broker market colour beyond publicly available prints, or multi-currency emerging-market curves unless agreed in writing beforehand.
How it runs
- You send the curves and tenors you care about at least one business day ahead.
- We prepare the note against gilt cash closes and LIFFE/Eurex futures.
- We meet at Level 10, 32 Fenchurch Street, or by secure video if you are travelling.
- You receive the written note the same afternoon.
Preparation
Bring your current duration bias, any auction or issuance dates on your calendar, and constraints such as index-matching bands. No data room upload is required.
Next step
Request a briefing date and tell us which curve segments matter this week.