par admin | Mai 24, 2016 | commentaires
Market update US tsys slightly lower, US 10Y 1.844 (+1bp), curve flatter, avg volume in TY1 futs (270k). More hawkish Fedspeak, this time from Fed Harker who stated he could ‘easily see two or three rate hikes this year’. Core Euro bonds higher, bund curve flatter...
par admin | Mai 20, 2016 | commentaires
Market update Tsys opening lower, yields 1-2 bps higher ,10Y 1.863%. Tsys opened higher in Asia yet fell thru the rest o/n session as European equities stabilize at six week lows, and reports of foreign CB selling tsys (MNI). Low volume in TY futures (264k). Selling...
par admin | Mai 19, 2016 | commentaires
Market update US tsys lower, yields ~1bp higher, curve slightly steeper, little reaction to marginally lower Phili Fed, slight increase in claims. Tsy 5Y underperforming for a 2nd day in follow thru to yesterday’s post hawkish FOMC minutes reaction which saw the 5s...
par admin | Mai 18, 2016 | commentaires
Market update Tsys lower, yields 1bp higher across the cure, US 10Y 1.784%. Core European bonds underperforming led by UK gilts, with 10Y gilt ~3bps on better than expected employment growth, tsys pressured by weaker bunds, gilts in Europe. The tsy cpn curve narrowed...
par admin | Mai 17, 2016 | commentaires
Market update US tsys moving higher despite better than exp CPI (0.4% vs 0.3% largest monthly advance since 2013) & housing starts, US 10Y 1.75%. Core Euro bonds lower on higher stocks and crude – the latter traded near seven month highs on Nigeria/Cdn supply...
