11/12/2017

Market Update Tsys slight bid in wake of  NY subway explosion, TY futures making new highs ~7:45am , equities briefly fell into the red now are positive with S&P futures +1.00, 10Y tsy  2.355% (-2bps). Tsys bid in Asia & Europe led by long end, strong rally in...

08/12/2017

Market Update Tsys lower and flatter, avg volume in TY futures, 10Y 2.38%. ‘Risk on’  with equities in Europe higher, S&P futures  +5.5 before payrolls.  Economic numbers out of Japan/China much better than exp, Brexit deal supproting risk assets. ...

07/12/2017

Market Update Tsys slightly weaker on moderate volume (293k TY futs), 10Y 2.342% (+0.5bps).  Mkt focus turns to payrolls tomorrow with only initial claims on the calendar today.  Tsys lagging the declines in EGBs – gilt/oat yields 2-3bps higher, bunds ~1bp.  Gilts...

06/12/2017

Market Update Tsys trading higher close to session highs after ADP +190k as expected. Heavy volume in TY futures overnite (>480k) tsy curve steeper, 10Y 2.33(-2bps). FTQ bid on news Trump admin to recognize Jerusalem as capital of Israel. Equities weaker – ...

05/12/2017

Market Update Quiet session overnite with tsy ten year futs trading at the low end of the range after selling since Europe on avg volume (>280k), 10Y 2.39% (+1.8bps). Gilts trading higher, led by longs on Brexit progress, weaker UK service PMI (53.8 in Nov from...