10/08/2016

Market Update US tsys opening higher on avg volume in TY futures (226k), US 10Y 1.53 (-2bps),curve 0.5bps flater. Tsy prices higher yet in a narrow range overnite, supported by weakness in Asian stocks. German bunds higher, curve bull flattening after German 10Y...

09/08/2016

Market Update Tsys slightly higher, off the o/n lows after Q2 Productivity fell 0.5% vs 0.4% exlow volume overnite in TY futures, prices under pressure since Europe after giving up earlier gains. German 10Y bunds moving lower, curve 1bp steeper and the 10Y bund fut...

08/08/2016

Market Update US tsys opening slightly lower in follow thru to Friday’s strong July non-farm payrolls, with the US 10Y 1.59 (unch) and the curve slightly steeper out to ten yrs. European stocks higher led by banks, which are higher for the fourth straight day, the...

05/08/2016

Market Update US tsys lower after July payrolls surprised to the upside rising 255k vs 188k exp with both May & June revised higher and AHE up 0.3% vs 0.2% exp. Volumes in tsy futures light overnight, flows saw sellers of 5s from foreign CB and Japanese life ins...

04/08/2016

Market Update US tsys are trading higher with the long end outperforming following the BOE monetary stimulus – a 25bp rate cut and QE of 70bln consisting of 60bln in gilts & 10bln in corporate bonds. UK gilts are 6- 12 bps lower in yield with the curve 5bps...