German government bonds experienced a bear-flattening trend, while money markets aggressively increased bets on a European Central Bank interest rate hike. This shift followed a statement by ECB Governing Council member Peter Kazimir, who suggested that the conflict involving Iran could force the central bank to raise borrowing costs sooner than anticipated. Swap market pricing now indicates a 15 basis-point increase by the end of June and a cumulative 33 basis points of tightening by the end of the year. This compares to previous implied expectations of 8 basis points and 30 basis points, respectively, as of Tuesday. The heightened expectations come despite ECB President Christine Lagarde stating on Tuesday that the central bank would not allow a repeat of the last major inflation shock.
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