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Flash: Light calendar, yields in focus.

FXstreet.com (Barcelona) - Research teams at Merrill Lynch noted that the calendar is quiet.

Key Quotes:

“Today will be very light on the data front with the only data releases of note being wage data in Poland, and current account and 2Q GDP data for Chile. We forecast 4.0% yoy GDP growth down from 4.1% in 1Q”.

“Markets could continue trading soft after 10-year Treasury yields rose 24bp last week as investors brought forward their tapering expectations following the release of CPI data and Fed research stating the potentially limited impact of QE”.

“Local interest rates are too high in Brazil, and too steep in Mexico and Chile according to our yield curve model, consistent with our current strategy views”.

“However, we proceed with caution because global rates volatility remains high. We like receivers in Brazil once volatility declines, and we recommend 2y receivers in Mexico and 6m2y flatteners in Chile”.

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