par admin | Juin 22, 2016 | commentaires
Market update US tsys slightly higher on light volume in TY futures (220K), US 10Y 1.70 (-0.5bps). Tsys pressured in Europe as stocks rose for a third day, German bunds lower & steeper in thin trade ahead of Brexit vote – latest poll shows ‘remain’ with a one...
par admin | Juin 21, 2016 | commentaires
Market update US tsys slightly higher despite higher Euro stocks & bond yields, US 10Y 1.685%. Risk of Brexit continues to slide, while better than expected German ZEW index weighed on bunds, part the long end with 2s30s ~3.5bps steeper and the 10Y bund 0.067%...
par admin | Juin 20, 2016 | commentaires
Market update Tsys sharply lower led by the 10Y with the curve ~2bps steeper, US 10Y 1.67 (+6bps) as remain side seen gaining in latest Brexit polling, the GBP . Euro stocks ~3.0% higher, core Euro bonds lower led by 10Y gilts (+9bps) while EU peripheral spds tighter...
par admin | Juin 17, 2016 | commentaires
Market update Tsys opening lower, curve steeper, US 10Y 1.60% (+1.5bps) on heavy volume in TY1 futures (412k). Core Euro bonds lower, with the long end underperforming, the bund 5s30s curve 5bps steeper after reaching one year lows yest below 100bps. EU peripheral...
par admin | Juin 14, 2016 | commentaires
Market update Tsys higher, yields 2-3bps lower across the curve, risk aversion overnite as Brexit vote dominates as four polls showed the ‘leave’ side gaining momentum, the GBP falling 1.0% back to yest low 1.4125. Ten year gilts sharply higher, 10Y gilt record low...
