par admin | Jan 24, 2018 | commentaires, Uncategorized
Market Update Tsys trading lower, 10Y above 2.65% (+3.7bps), curve 2bps steeper, above avg volume in TY futures (380k). Tsys pressured by UK gilts after strong UK labor mkt data (102k vs -12k exp) – 10Y gilt above 1.40% for the first time since Feb. USD...
par admin | Jan 23, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, TY futures near top of overnight range on relatively strong volume (405k), 10Y 2.622%. Tsys rising in Asia after the BOJ announced unch policy, maintaining stimulus with Kuroda stressing inflation is still far from 2.0% target. Trump...
par admin | Jan 22, 2018 | commentaires, Uncategorized
Market Update Tsys trading mixed, short end yields slightly higher, 10Y 1bp lower @ 2.65%, longs outperforming with the 30Y -2bps @ 2.916%. Above avg volume in TY futures (>400k). US shutdown likely to delay release of key retail sales, GDP data. US equity futures...
par admin | Jan 19, 2018 | commentaires, Uncategorized
Market Update Tsys slightly weaker led by the 10Y rising above 2.63% for the first time since March 14th, curve steeper for a second day after 5bps selloff in longs yesterday. Fear of a govt shutdown weighing on stocks, giving a boost to tsys which are off the o/n...
par admin | Jan 18, 2018 | commentaires, Uncategorized
Market Update Tsys trading weaker, close to overnight lows , with the 10Y above 2.60% since March, now 2.61 (+2bps), heavy volume in TY futures (580k), stops triggered in futures, convexity holding on break above 2.60% (MNI). Core Euro bonds also lower , thou 10Y bund...