US Rates Strategy: US Inflation Chart Pack June 2 Close
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Report Summary
Citi Research comprehensive inflation chart pack for US and global fixed income markets. Breakevens and real yields moved lower across the curve. Detailed TIPS relative value analysis with open trade P&L tracking showing cumulative +US$910k.
Key Takeaways
- 5y breakevens -0.8bps, 10y -2bps, 30y -2.2bps for the week
- Real yields lower: 5y -1.3bps, 10y -3bps
- Key data: US CPI (6/10), PPI (6/11), PCE (6/25)
- TIPS supply: US 5y auction on 6/11
- Constant maturity real yields: 2y at 1.14%, 5y at 1.55%, 10y at 1.88%
Why This Report Matters
Provides essential inflation-linked bond analytics and relative value signals across the US, UK, and EU curves, crucial for fixed income portfolio positioning ahead of key inflation data releases.
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This summary is for users researching the Citi US Rates Strategy report. It helps users review US Rates Strategy: US Inflation Chart Pack June 2 Close coverage, key takeaways, and related broker or sector research paths across US TIPS, Breakeven inflation, Real yields.
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