31/07/2017

Market Update Treasuries open NY lower, after overnight two-way flows including Asian safe-haven bid amid another N.Korea ICBM missile firing. German Bund decline on higher than expected German retail sales, surprise Eurozone core inflation rise. Also selling in Tsy...

28/07/2017

Market Update Treasuries opened NY lower across the curve with the US intermediates now leading lower esp. 5Y note amid 5/30Y curve flattening; 10Y yield is now at 2.334% vs. 2.309% at 3pm ET Thursday. Traders await 8:30am ET US Q2 GDP report; MNI poll median estimate...

27/07/2017

Market Update Treasuries open NY weaker after overnight two-way flows followed US post-FOMC rally. Tsy 1pm ET $28B 7Y auction. 10Y Tsy yld 2.3bp higher at 2.305%; 2/10Y curve steeper, 5/30Y flatter by 0.60 bps. Today, is the heaviest day for company earnings...

26/07/2017

Market Update Treasuries open higher after Tuesday selloff after overnight two-way flows and a market creep up since about 2:30am ET; Tsys curves mixed after Tuesday steepen. Tsy will sell 11:30am ET US$13B 2Y FRN auction and a 1pm ET US$34B 5Y note auction, which...

25/07/2017

Market Update Tsy futures trading weaker and close to session lows, long end underperforming, weighed by UK 30-yr Gilt auction, stronger German Ifo and block selling in 10-yr tsy not in future. 2/10Y steeper but 5/30Y flatter after two-way overnight trading flows. Tsy...