par admin | Oct 7, 2015 | commentaires
Market update US tsys opening lower. US 10Y 2.07 (+3.7bps), back to pre-payroll lvls as risk sentiment continues to climb, European equities ~0.80% higher, crude closing in on $50 (+1.7%). Core EU bonds lower for a 3rd day led by 10Y gilts,weighed by BOJ decision to...
par admin | Oct 6, 2015 | commentaires
Market update US tsys slightly higher in NY open, 10Y 2.045 (-1.1bps) with short end unch. Euro stocks higher a second day, USD The US auctions $24bln in 3Y notes at 1:00Pm with the WI 0.895%. Last month’s 3Y cleared @ 1.056% so yields are ~16bps lower close to the 6...
par admin | Oct 5, 2015 | commentaires
Market update US tsys lower, curve steeper , US 10Y 2.025 (+3bps) as equities are higher while the tsy mkt continues to price out rate hikes this year. Odds of a 25bp hike at the Mar 16 meeting have been pared back to ~50% from 66% on Thursday pre nonfarm. Fed...
par admin | Oct 2, 2015 | commentaires
Market update US tsys sharply higher, curve 5bps steeper, US 10Y below 1.95% (-9bps) with Fed fund futures pushing out the first rate hike to March 16 at the earliest. Payrolls were weak all around, except for the unemployment rate which was unch at 5.1%. Payrolls...
