31/05/2017

Market Update Tsys lower, yields higher out the curve, short end outperforming, 10Y 2.222 (+1.4%). Narrow range overnite on low volume in TY futures.  Core Euro bonds lower, 10Y bund 0.295% despite weaker core eurozone inflation fell (0.9% in May from 1.2%) &...

30/05/2017

Market Update Tsys unch, giving up earlier gains on upward revision in March Person spending, PCE deflator, US10Y 2.243%. Heavy volume in TY futures o/n, mostly finishing off the Jun-Sep roll. USD weaker vs yen but higher vs euro. Core Euro bonds lower, UK gilt curve...

29/05/2017

Market Update Core Euro bonds unch, volume in German bund futures way below avg with the US on holiday. Italian debt under pressure, curve ~5bps steeper 10Y yield 10bps higher @ 2.18% after former PM Renzi said Italy could stage early elections, also tomorrow brings...

26/05/2017

Market Update US tsys higher, yields 1-3 bps lower, curve flatter led by the 7Y, 10Y 2.234 (-2.1bps), little reaction to upward revision to Q1 GDP, weaker durable goods. TY volume high on continued Jun-Sep rolls, prices rising in Europe as equities weakened thru the...

25/05/2017

Market Update US tsys slightly higher on heavy volume in tsy futures, 628k TY1 contracts by 8:00 more than double the avg. Equities firmer, crude down 1.6% @ 50.53 after reaching a five week high 52.00 earlier in the session. EGBs outperforming, gilt/bund yields...