by admin | Sep 22, 2017 | comments
Market Update US tsys trading higher on ‘risk off’ tone following latest N. Korea threats, US 10Y 2.25% (-2.7bps), tsy futures near highs on heavier than avg volume (350k TY futures), Dec Eurodollars higher USD down for 2nd day after FOMC rally on Wed, crude unch @...
by admin | Sep 21, 2017 | comments
News headlines Dollar Rebounds as FOMC Meeting Makes Case for Profit Taking (Bloomberg) The Bloomberg Dollar Spot Index rose for the first time in three days, with higher Treasury yields lending support to the currency as investors’ focus turns to the Federal Reserve...
by admin | Sep 20, 2017 | comments
Market Update US tsys higher, TY futures in a narrow overnite range before FOMC, 10Y 2.23% (-1.4bps). GOCs unch after giving up earlier gains with the 10Y 2.09%. GOCs wider by ~2bps vs tsys mostly in 2s, reversing recent outperformance, CAD +0.36% , WTI +1.1%, EUR...
by admin | Sep 19, 2017 | comments
Market Update US tsys trading higher, yields 1-1.5bps lower led by the 3/5 year, with the 10Y 2.22 (-1bp). US equity futures up slightly (1.5pts), crude extending gains above $50 as Iraq has raised the prospect of further production cuts while refiners delay...
by admin | Sep 18, 2017 | comments
Market Update US tsys trading lower, narrow overnite range on very light volume in TY1 (146k), 10Y 2.213% (+1bp). S&P futures +3.5pts, European equities up 0.40%, crude 49.63 unch. Core EGBs also lower, German bund yields 1bp higher, gilts outperforming slightly,...
