par admin | Sep 22, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.17 (-3bps) on global equity weakness with Volkswagen shares down another 18% and resource stocks down sharply – the FTSE metals & mining index -5.5%. 10Y US swap spreads narrowed to the lowest since Sep 2010 on corp...
par admin | Sep 21, 2015 | commentaires
Market update US tsys opening lower & ~1bp steeper, US 10Y 2.17 (+3.7bps). Tsys pressured by some hawkish comments from Fed governors Bullard and Williams. Yet as corp supply is expected to pick up significantly this week (25-30bln after only 10bln last wk)...
par admin | Sep 18, 2015 | commentaires
Market update US tsys opening sharply higher, curve flatter after Thurs huge post FOMC rally, US 10Y 2.154 (-3.6bps). Tsys were flat most of the early o/n session but started to take off as overseas stock mkts tumbled, with the DAX at key support. US auctions 10Y TIPs...
par admin | Sep 17, 2015 | commentaires
Market update US tsys slightly higher after housing starts/claims and after a quiet session o/n before FOMC decision, US 10Y 2.284 (-1.3bps).US stock futures lower, core euro bonds mixed – 10Y gilts lower, EU periph spds mixed. There is no real consensus on Fed...
par admin | Sep 16, 2015 | commentaires
Market update US tsys slightly higher after CPI came in as exp, prices unable to rebound despite Tues sharp selloff, US 10Y 2.28 (-0.3bps). Core Euro bonds lower with bunds extending losses after uncovered 20Y bund auction, UK jobs data. 10Y gilt/bund spd ~3bps wider...
