31/05/2016

Market update US tsys lower this morning, in follow thru to Yellen’s comments Fri afternoon saying it was appropriate for the Fed to raise rates in the coming months. Flows relatively light according to MNI, volume in TY futures   Core Euro bonds lower, curves...

30/05/2016

Market update Tsy futures down on light volume due to Memorial Day holiday, TY1 129-08 (-14) on volume of 108k (280k qavg) . Core Euro govt bonds lower , steeper  – supply in the Eurozone this week est at E24bln vs E3.5bln last week, skewed towards the long end...

27/05/2016

Market update US tsys slightly higher in range bound o/n session, US 10Y 1.83%, 2s10s ~1bp flatter. Core Euro govt bonds higher & flatter on month end duration buying (MNI). The ECB is scheduled to start its corporate bond purchase plan on June 6th  – Euro...

26/05/2016

Market update US tsys slightly higher & 1bp steeper, US 10Y 1.865%. Euro stocks up for a third day, Asian stocks higher, USD lower and brent/WTI both above $50 for the first time in seven months.  A Chevron facility in Nigeria was attacked by militants (Rtrs)...

25/05/2016

Market update US tsys slightly lower, above avg volume in TY1 futures (395k), with prices flat in Asia, lower in European trading and back to unch in NA trading. S&P stock futures are ~0.40% higher, European equities higher for a second day, the Stoxx at the...