by admin | Sep 29, 2017 | comments
Market Update US tsys moving higher after lower August PCE (0.1% vs 0.2% exp) after quiet overnite session, US 10Y 2.30% (-0.5bps) , avg volume in TY futures (250k) after two heavy session s Wed & Thurs. Core Euro bonds outperforming, bund yields 2-3bps lower...
by admin | Sep 28, 2017 | comments
Market Update US tsys lower, yields 1-3 bps higher in bear steepening move, US 10Y 2.33% (+2bps), heavy volume in TY futures (565k) for a second day. Little reaction to upward revision in US Q2 GDP to 3.1% from 3.0%. Core Euro bonds lower, 10Y bund yield at two month...
by admin | Sep 27, 2017 | comments
Market Update US tsy yields sharply lower on bear steepening move, heavy volume in TY1 futures (~700k) with the US 10Y 2.285 (+5bps), curve US$ higher, Euro stocks +0.50%, crude steady near $52. Core Euro bonds weaker, in line with tsys, 10Y bund yield seven-week high...
by admin | Sep 26, 2017 | comments
Market Update Both US tsys & GOCs unch to slightly lower, US 10Y 2.22%, GOC 10Y 2.095%, Can/US 10Y +0.5bps @ 12bps. Light volume in TY futures overnite, Fed Kashkari (dove) said inflation remains lows, sees little sign of overheating. Core European bonds lower ,...
by admin | Sep 26, 2017 | comments
Market Update US tsy yields slightly lower, curve 0.5bps flatter, US 10Y 2.24% (-1.1bps). Crude above $51.00 (+1.1%) after OPEC said the latest production cuts are working. Core Euro bonds higher led by German bunds, euro currency lower after Angela Merkel’s win was...
