U.K. rates market offers four trading opportunities for 2025: UBS

Published 02/09/2025, 11:14

Investing.com -- The U.K. rates market presents several trading opportunities for the remainder of 2025, according to a new UBS strategy report that outlines four specific trades for investors.

UBS analysts believe the U.K. may be one of the most interesting rates markets for the 2025 run-in, noting that the front end is currently cheap. They expect September to mark the peak of the "summer of inflation," with consumer prices likely to fall quickly afterward.

The Bank of England is expected to maintain its cutting bias, though the timing for a November cut appears complicated. UBS suggests that the current market pricing of just 10 basis points of cuts for November and December combined is likely insufficient.

At the long end of the curve, market concerns about the upcoming U.K. Budget are driving sentiment, but UBS believes these worries may be overdone.

The bank anticipates that the lack of headroom in U.K. finances will necessitate additional taxation, noting that the market currently prices these measures to be either insufficient, not credible, or inflationary.

UBS recommends four specific trades: First, a zero-cost 1x2 payer spread that loses above 4% in 1-year Sonia, which should work well for those who believe rates might roll up but the market won’t easily price rate hikes in 2026.

Second, for investors expecting more supply but higher rates and weaker growth undermining mortgage origination, UBS suggests shorting 5-year gilts versus Sonia, which they consider attractive. The bank recommends entering at SONIA+21bp, targeting +30bp with a stop at -15bp.

Third, UBS proposes opposing the front-end divergence versus USD by going long 1y1y Sonia versus SOFR. Since July 31, 1y1y SOFR has rallied 35bp while 1y1y Sonia has sold off 23bp, a divergence UBS doesn’t expect to persist.

Finally, UBS recommends fading the underperformance of the long end versus USD through receiver spreads on 6m30y. The bank notes that UK forward rates are 20%-30% more volatile than US rates and should outperform in a rally.

Regarding the upcoming Budget, UBS expects efforts to restore fiscal headroom will be in the £20bn-£25bn range, creating some fiscal drag that should reinforce expectations of a downward path for Bank of England rates.

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