par admin | Août 24, 2015 | commentaires
Market update US tsys opening sharply higher on rout in global equities, with tsys reaching new highs mid-morning. US 10Y below 2.0%, fell as low as 1.95% at ~5:30EST, now 1.98 (-5bps). China stocks fell 8% in the largest decline since 2007, S&P mini -~4.0%, crude...
par admin | Août 21, 2015 | commentaires
Market update US tsys trading unch on low volume in narrow o/n range, US 10Y 2.07%. Tsys rose initially in weak China data (see above) but gave up gains in Europe after stronger PMIs. Euro stocks ~1.3% lower, gold & oil lower as well. Triple with today likely to...
par admin | Août 20, 2015 | commentaires
Market update US tsys opening higher & flatter, US 10Y below 2.10% (2.093 -3.4bps). ‘Risk off’ session o/n with equities lower, volume in tsy futures higher than avg (TY1 <cmdty> VAT). 5Y TIPS auction this aft with 5Y breakevens ~60bps (USGGBE05...
par admin | Août 19, 2015 | commentaires
Market update US tsys moving lower after initial spike on tame CPI (but shelter rose 0.4% – largest since 2007),US10Y 2.20% (+1bp) curve 1bp flatter. Equities lower in Europe, Asia higher, gold higher, crude slightly lower (42.50). China stocks – another...
par admin | Août 17, 2015 | commentaires
Market update US tsys marching higher on weaker NY Empire survey, curve flatter US 10Y 2.165 (-4bps), with focus on commodities as crude trades at new low below 42. Core EU bonds higher led by 10Y gilts (-4bps). Comments on Greek bail-in debt also supporting tsys,...
