31/03/2017

Market Update Tsys moving lower on higher core PCE which rose to the Fed’s target 1.8% from 1.7% for the first time since 2012, US 10Y 2.42%. Core Euro bonds mixed –  UK gilt curve 1bp flatter as UK gilts have 0.29yr month end extension based on BB data,...

30/03/2017

Market Update Tsys moving lower after Q4 GDP revised higher, core PCE higher 1.3% vs 1.2%, after narrow range overnite on muted volume in TY1 futures (235k), US 10Y 2.39% (+2bps). Core Euro bonds higher, the 10Y bund yield lower for a fifth day @ 0.323% three week low...

29/03/2017

Market Update US tsys higher, moving higher with core Euro bonds on Brexit news and Reuters story that the ECB is wary of making a policy change before June. Tsys underperforming EGBs in the rally, US 10Y below 2.40 (2.396 -2bps),  10Y bund ~5bps lower @ 0.337%, 10Y...

28/03/2017

Market Update Tsys higher, 10Y 2.37 (-1bp), curve 0.5bps flatter, narrow range on avg volume in TY futures (230k) and before Case Shiller & Cons Confidence as well as $34bln 5Y auction at 1:00ET. Core Euro bonds mixed – UK gilts lower & steeper wit the 5Y...

27/03/2017

Market Update Tsys sharply higher, yields 5-6bps lower, US 10Y 2.355 (-5.7bps), follow thru bid from Friday’s healthcare defeat  amid doubts Trump will be able to implement his pro growth agenda. US stock futures lower, DXY index -0.67%, crude below $50 on .  Core...