08/09/2017

Market Update Tsys trading mildly higher, 10Y 2.035% after falling below 2.02% in Asia on safe haven bid as Hurricane Irma approaches Florida, heavy volume in TY futures (515k). EGBs lower, sovereign spreads wider following comments from ECB member Likanen on...

07/09/2017

Market Update Tsys higher, yields 2-3 bps lower with the 10Y 2.08%, prices rising with German bunds after ECB decision to leave rates unchanged as expected.  According to Bloomberg survey, many analysts had expected a change in forward guidance which was not the case,...

06/09/2017

Market Update US tsys trading slightly lower, 10Y 2.073% (+1.5bps), after the 10Y hit a nine-month low 2.05% in yesterday’s risk-off rally on Trump’s military equipment comments as well as dovish remarks from Fed speakers Brainard & Kashkari.  European stocks...

05/09/2017

Market Update US tsys higher, yields 4-5bps lower across the curve, US 10Y 2.115% (-5bps) near low of o/n range on heavy volume in TY futures (~438k)- rallying on news Trump will sell military equipment to South Korea and Japan . Core Euro bonds lagging the rally in...

01/09/2017

Market Update US tsys lower, yield 0.5 – 2bps higher across the curve, 10Y 2.133 (+1.6bps) before August Non-Farm Payrolls, ISM Man.  Below avg volume in TY futures overnight (230k), Sep/Dec roll done, quiet trading ahead of NFP.  Consensus is for a rise of 180k after...