В результате ралли в немецких облигация доходность 2-х летних бумаг снизилась до рекордного минимума

LONDON, Nov 30 (Reuters) — German government bonds rallied on Wednesday, with traders citing speculation that the European Central Bank will further ease monetary policy at its meeting next week.
    Two-year German bond… yields slumped 14 basis points to 0.30 percent, and 10-year bond yeilds fell 11 basis points to 2.18 percent.
    The German Bund future was up 100 ticks at 134.39. German T-bills  holding maturities of up to one-year were bid at negative yields, while Euribor futures: rallied across the curve.
    «There's a rumour that the ECB are going to do some massive liquidity provision at the short end which is why short-dated Bunds have even gone negative in the one-year,» a trader said.
    «People like (ECB governing council member Christian) Noyer have been talking about sharp downturn and the growth outlook so they'll probably use that as an excuse to flood the market with liquidity and try to solve a lot of these problems.»
    Noyer said on Wednesday the central bank will do whatever is necessary to ensure adequate financing is available for companies and households, amid growing signs of funding strains in Europe's banking system and a jump in government bond yields.

Доходность 2-х летних облигаций Германии снизилась до минимального уровня за всю историю Евросоюза:

График кривой доходности Германии(сейчас и месяц назад):

Доходности T-bills отрицательные:

  • 30 ноября 2011, 16:50
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