22/07/2016

Market update Treasuries see some mild flatteners going on. The data today include the 9:45am ET flash July Markit Manufacturing index, then there is the June BLS state payrolls and then the 3pm ET July auction Treasury allotments. Today, positions have achieved...

21/07/2016

Market update Treasuries prices opened weaker, steeper after mkt saw overnight zigzag pattern, 10-year note 1.599%. Then we saw mixed policy signals as Reuters said Japanese government could spend up to Yen 20 Trillion in a stimulus program. European stocks narrowly...

20/07/2016

Market update Both UST and GoC bond yields are trading 1-2 bps higher after another quiet overnight session, with the curve a touch steeper as the longer-end of the curve underperforms. The yield on the benchmark 2Y was last trading at 0.702%, with the 5Y at 1.125%,...

19/07/2016

Market update Both UST and GoC bond yields are trading 2-3 bps lower after another quiet overnight session.  Equity futures are opening the day down (S&P futures -7.25) with oil prices flat (WTI -0.07%). Tokyo mkts returned after holiday, Jpn stocks up, most Asian...

18/07/2016

Market update US Treasuries open NY firmer. TOKYO was closed for a holiday, as was Thailand. Tsy futures initially rose on news of the Turkey coup; then some sellers came in, including a seller of 1,600 Tsy ten year futures at 131.30. Also a seller of Sept16 10yr tsy...