par admin | Mai 24, 2017 | commentaires, Uncategorized
Market Update Tsys slightly higher, US 10Y 2.276%, curve flatter, prices bid in Asia on Moody’s China downgrade. In Europe EGBs rose after good German auction. FOMC minutes the main focus for tsys this aft. GOCs higher, outperforming tsys by ~1bp before the BOC this ...
par admin | Mai 23, 2017 | commentaires, Uncategorized
Market Update Tsys trading higher, yields 1bp lower with the US 10Y 2.243 (-1.1bps), higher than avg volume in TY futures. Tsy, EGB yields fell initially o/n on news of terrorist attack in UK, then gave much of it back after firm eco data & sov supply. German...
par admin | Mai 19, 2017 | commentaires, Uncategorized
Market Update Tsys trading weaker , curve steeper out to tens, 10Y 2.25% (+2bps), longs outperforming on avg volume in TY futures esp compared to the last couple of days. Euro stocks higher, S&P mini +5pts, crude +1.2% @ 49.95. Tsys in a narrow range overnite,...
par admin | Mai 18, 2017 | commentaires, Uncategorized
Market Update Tsys higher again this morning on risk-off, volume in TY futures ~3x avg, 750k , US 10Y below 2.20% for the first time in a month, Dow futs -European stocks lower- stoxx -1.0% led by banks -2%. Brazil real fell 5.3% at the open, Brazil stk futures down...
par admin | Mai 17, 2017 | commentaires, Uncategorized
Market Update Tsys higher on heavy volume in TY1 futres (>500k vs 260k), bid again on political news after NYT story on Trump/Comey meeting, US 10Y 2.292 (-3.3bps), curve 1bp flatter with longs lagging by 0.5bp. Dow futures off 93pts, USD index lower for a fifth...
