Monday 30th June 2014

Focus Events

(see red highlight)

EU Session:
US Session:

Treasury
+0.08
Key Data
NYC
UK
19:50
00:50
01:00
06:00
01:00
06:00
02:00
07:00
02:00
07:00
02:00
07:00
02:00
07:00
03:00
08:00
03:30
08:30
03:30
08:30
04:00
09:00
04:00
09:00
04:00
09:00
04:00
09:00
04:00
09:00
04:30
09:30
04:30
09:30
04:30
09:30
04:30
09:30
04:30
09:30
04:30
09:30
05:00
10:00
05:00
10:00
05:00
10:00
05:00
10:00
0.60427 0.8126
06:00
11:00
06:00
11:00
08:30
13:30
08:30
13:30

Ger Rtl Sls; EZ M3; UK M4; EZ CPI

Chicago PMI; Pend Hme Sls; Fed's Williams
Index Duration Changes Summary - BarCap Forecast Duration Changes
Pan Pan-Euro
MBS
Agency
Eur Agg
Agg. Tsy
Agg
+0.08
+0.07
+0.06
+0.09
+0.09

Jap
Jap
Jap
Ger
Ger
Fin
Fin
Aut
Swe
Swe
Eur
Eur
Ita
Nor
Nor
UK
UK
UK
UK
UK
UK
Eur
Eur
Ita
Gre
Spa
Por
Por
Can
Can

Industrial Prod (m/m) (Prelim)

Annualized Housing Starts
Housing Starts (y/y)
Retail Sales (m/m)
Retail Sales (y/y)
House Prices Index (y/y)
Trade Balance (Final)
PPI (y/y)
Household Lending (y/y)
Wages Non-Manual Workers (y/y)
Money Supply: M3 (y/y)
Money Supply: M3
PPI (y/y)
Credit Indicator Growth (y/y)
Retail Sales (m/m)
Money Supply M4 (m/m)
Money Supply: M4 (y/y)
M4 Ex IOFCs 3M Annualised
Mortgage Approvals
Net Consumer Credit
Net Mortgage Lending
CPI Estimate (y/y)
CPI Core (y/y) (Adv)
CPI Harmonised (y/y) (Prelim)
Retail Sales (y/y)
Current A/C
Industrial Prod (y/y)
Retail Sales (m/m)
GDP (m/m)
GDP (y/y)

Period
May
May
May
May
May
May
Apr
May
May
Apr
May
May
May
May
May
May
May
May
May
May
May
Jun
Jun
Jun
Apr
Apr
May
May
Apr
Apr

Cons
0.9%
0.909
-10.5%
0.8%
------0.7%
-------61.6
0.8
1.6
0.6%
0.7%
-----0.2%
--

Prev 1
-2.8%
0.906
-3.3%
-0.9%
3.4%
-0.7%
-295
-1.2%
5.2%
2.6%
0.8%
0.01
-1.8%
5.6%
0.5%
-0.2%
-0.6%
4.5%
62.9
0.7
1.7
0.5%
0.7%
0.4%
-3.4%
-1.8
4.1%
-1.0%
0.1%
2.1%

Sterling
Ag
+0.04

JPN Agg
+0.21

Low Est
0.0%
0.882
-14.1%
0.3%
-0.5%

Hi Est
2.0%
0.965
11.8%
1.0%
3.4%

0.7%

1.0%

60.0
0.6
1.5
0.4%
0.5%

64.0
1
1.7
0.7%
0.8%

0.2%

0.4%

NYC
UK
09:00
14:00
09:45
14:45
10:00
15:00
10:00
15:00
10:30
15:30
Other Events
06:00
11:00
11:45
16:45
18:01
12:45
13:10
18:10

Period
Jun
Jun
May
May
Jun

Cons
-63.0
1.3%
---

Prev 1
63.49
65.5
0.4%
-9.4%
8

US
US
US
US
US

ISM Milwaukee
Chicago PMI
Pending Home Sales (m/m)
Pending Home Sales (y/y)
Dallas Fed Manf. Activity

Spa
Eur
US
US

Eco Min de Guindos speaks at Faes Event

EU Speakers: Van Rompuy & France's Fin Min Moscovici on Panel
Expiry: 2y, 5y Jun14 Futures
Fed Speaker: Williams (Non Voter, Leaning Dove) to in Sun Valley, ID

Low Est

Hi Est

59.9
0.5%

66.0
2.0%

Supply Events
NYC

08:50
08:50
08:50
11:00
11:30
11:30

UK

13:50
13:50
13:50
16:00
16:30
16:30

Description

Bel
Fra
Fra
Fra
US
US
US

Coupons
3mth Bills
6mth Bills
12mth Bills
Fed Purchase: 23-30y
3mth Bills
6mth Bills

Cpn

Maturity

25/09/14
27/11/14
25/06/15
02/36 - 05/44
02/10/14
02/01/15

b/c brackets denote last auction type: (n) = New Issue, (t) = Tap, (r) = Reopen

Size bn

0.46
3.5-3.9
1.2-1.6
1.3-1.7
0.85-1.1
25
23

Fut Equiv

Prev b/c

2.28
3.49
3.15
4.23
4.17
4.60

Prev Tail