by admin | Aug 9, 2017 | comments
Market Update US tsys rallying hard in NA trade on safe haven bid related to North Korea threat, yields 4-5 bps lower led by the 7Y, 10Y 2.21 (-5bps), volume in TY futures heavy (~350k) with a spike ~4:00am 20k contracts traded as prices eclipsed Tuesday’s high...
by admin | Aug 8, 2017 | comments
Market Update US tsys slightly lower in a 2-tick range o/n, extremely light volume in TY1 (123k) so far, 10Y 2.26% (+0.7%). Core EGB yields ~1bp higher after yesterday’s ~3bp rally yesterday brought 10Y gilt yield close to one-month lows @ 1.15%, rate hike...
by admin | Aug 7, 2017 | comments
Market Update Choppy trade by the open, long end rebounds to mildly higher after recent Block sale of -14k TYU 126-00 helped push entire curve to session lows. Some desks report better buying on net. Flow included Asian real$ buying in the short end, Asian real$...
by admin | Aug 3, 2017 | comments
Market Update US tsys moving higher after rangebound session, US 10Y 2.24(-3bps) reacting to BOE 6-2 decision to leave rates unchanged, UK gilts 5-6bps lower across the curve, chance of rate hike in Nov at 36.5% vs 47.5% prior to announcement, GBP down 0.67%. Carney...
by admin | Aug 2, 2017 | comments
Market Update US tsys volatile after July ADP +178k vs 190k exp (June revised to 191k from 158k) and tsy refunding announcement – $62bln in 3, 10 & 30Y notes as expected, notably the Treasury made no mention of ultra-long bonds in the statement which is...
