15/09/2015

Market update US tsys higher, curve flatter on light volume, 10Y 2.18%. European equities rebounding from o/n losses, as Chinese stocks fell another 3.5%. Crude is higher, gold slightly lower. JGBs lower as BOJ did not add to stimulus as some had expected, hawkish...

11/09/2015

Market update US tsys higher, curve flatter with long bonds out performing, US 10Y below 2.2% (2.195 -2.6bps), tsys bid despite stronger PPI (unch vs -0.1% exp, core 0.3% vs 0.1% exp). Light volume o/n in tsy futures with FOMC decision looming next week. Core EU bonds...

10/09/2015

Market update US tsys slightly higher, US 10Y 2.20%, better bid after 8:30 claims & import price data (import prices lower 12th straight month on y/y basis). Expect less of a concession going into 30Y auction at 1:00PM given solid 10Y yest (10Y reached 2.25% at...

09/09/2015

Market update US tsys lower & curve steeper on risk on rally as Nikkei surged 7.7% o/n (see above), US 10Y 2.22 (+4bps). Core EU bonds outperforming led by 10Y bunds- bund/tsy spd at three week wides. US auctions $21bln in new 10Y notes at 1:00EST with yields...

08/09/2015

Market update US tsys opening lower, curve steeper with the US 10Y 2.164 (+3.7bps)on ‘risk on’ after China stocks rallied 3.0% despite poor export figures.  European equities are higher, USD lower , gold higher and crude lower. Also weighing on tsys – a wave of...