17/01/2018

Market Update Tsys weaker, yields up 1-2 bps with the long end outperforming, 10Y 2.557% (+2bps), equities slightly lower in Europe while S&P futures are +9.75 while the USD index is higher after falling to a three year low yesterday – dovish comments from...

16/01/2018

Market Update Tsys trading firmer, near top of o/n range on heavy volume (>500k), 10Y 2.533% (-1.3bps), curve 1.5bps flatter. Tsys lagging the rally in bunds – ECB not planning changes to bond purchase plan until March according to Reuters. Gilts higher, steeper...

15/01/2018

Market Update US cash markets closed for MLK holiday, with very low volume in TY futures (~95k). The USD index under pressure, close to a three-year low. Core Euro bonds mixed, UK gilts higher, flatter on rise in political risk as UK construction firm Carillion filed...

12/01/2018

Market Update US & Cdn mkts slightly lower before US CPI/retail sales data, US 10Y 2.55%. EGBs mixed, bund curve continues to flatten in anticipation of ECB shift after yesterday’s minutes, while the Euro is at a three year high. JPM down ~1.0% pre mkt after...

11/01/2018

Market Update Tsys lower, US 10Y 2.56% (+0.4bps), off the lows after surprise drop in Dec PPI (-0.1% vs 0.25 exp). Tsys lower o/n on ECB headlines guidance could shift in early 2018, bund yields 2-5 bps higher led by the 5Y sector, large volume going thru in Dec8...