par admin | Nov 23, 2015 | commentaires
Market update US tsys weaker curve flatter led by 5Y, US 10Y 2.30 (+3.4bps), 2Y @0.946 – a high since April 2010. Core euro bonds weaker led by 10Y bunds (+6.5bps) @ 0.54% pressured by stronger PMIs (See above) & supply. Belgium sold 10Y &12Y debt while...
par admin | Nov 20, 2015 | commentaires
Market update US tsys little changed, US 10Y 2.25%, curve ~1bp flatter, 30Y bond just above 2.0%. Bunds rallying on dovish Draghi comments (see above). GOCs unch, 1bp wider vs tsys after weaker Sep retail sales, higher than exp core CPI. Provi spds opening tighter,...
par admin | Nov 19, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.257 (-1.7bps), curve 4bps flatter after FOMC minutes yest raised expectation for Dec rate hike. Core Euro bonds higher led by 10Y gilts (-2.5bps) after weaker Oct retail sales. Bund futures up for a ninth day, 10Y bund...
par admin | Nov 18, 2015 | commentaires
Market update US sys moving lower after Fed Lockhart comments that it may be appropriate to start ‘new policy phase’ thou ‘hike pace might be somewhat slow’.. Tsy yields 2-3 bps higher across the curve, US 10Y 2.29 (+2bps) extending underperformance vs UK gilts,...
par admin | Nov 17, 2015 | commentaires
Market update US tsys moving lower after higher core Oct CPI, US 10 curve flatter, US 10Y 2.28 (+1.4bps),tsy 10Y futures in narrow o/n range before CPI, Industrial Production. Euro stocks up a second day, France +2.5%, Greece +3.0% with Greek 10Y -18bps on news of...
