TRADING OPPORTUNITY: STRUCTURAL SHORT INITIATED

Structural Short on UK Long-Dated Gilts: The $\mathbf{6.0\%}$ Yield Anchor

**By Gemma Knight** | December 4, 2025 – Foundational Analysis

The Core Structural Thesis: Fiscal Credibility Gap

The market is transitioning from short-term budget "relief" to long-term **fiscal anxiety.** David Zahn's critique—that the Chancellor's revenue measures are back-loaded and lack front-loaded credibility—confirms our original skepticism. This lack of credible, near-term funding directly increases the **sovereign risk premium** required by long-term bond holders. This is a structural trade, cemented by the mandatory $\mathbf{6.0\%}$ target yield.

1. Defining the Structural Short

Trade Execution Parameters

Parameter Rationale / Level
Asset UK 30-Year Gilts (Long-Dated Bonds)
Trade Type Structural Short (Mid-to-Long Term)
Entry Mandate Initiate the short position now, as the short-term relief bounce is over.
Target Yield 6.0% (David Zahn's target). The critical fundamental anchor.
Expected Duration Multi-month trade, expecting fiscal pressure to build over quarters.

**Rationale for the Trade:** The back-loaded nature of the revenue (tax levies kicking in "years from now") means the UK has a persistent, near-term **funding problem.** The Treasury is forced to issue bonds with an inadequate investor incentive.

2. Gilt Update: Structural Short Validated at the Open

Live Price & Technical Confirmation (UK 10Y Gilt)

**Current Price: 92.89** (8:03 AM London) — The market has opened lower (down from our structural short entry at $\mathbf{93.07}$), immediately validating our bearish thesis.

Factor Signal Implication
Fundamental Fiscal Credibility Gap Structural pressure to sell Gilts and demand higher yields.
Price Action Open at $\mathbf{92.89}$ (down 18 bps) The market is actively shorting at the open.
Technical Momentum RSI crosses EMA14 Down Confirms the bearish momentum is strengthening; velocity is increasing.

The combined signal is now extremely high conviction. The market is not just reacting; it is establishing a clear trend against the Gilt price.