by admin | Feb 21, 2018 | comments
Market Update Tsys trading mixed, short end yields higher, yields slightly lower out the curve, 10Y 2.88% (-0.5bps), moderate volume in TY futures (350k), ongoing March/June roll impacting figure, narrow 3 tick range. Equities lower in Europe, Focus today on Jan FOMC...
by admin | Feb 20, 2018 | comments
Market Update Tsys trading weaker, led by the front end as the mkt prepares to digest $151bln in bills and $28bln in 2Y notes being auctioned this aft, 10Y 2.902 (+2.bps), 2Y 2.22% new high & the WI 2Y 2.255% the highest since 2008, 20bps above last month’s...
by admin | Feb 16, 2018 | comments
Market Update Tsys trading higher, near top of o/n range, despite higher global stocks, 10Y 2.88% (-2.9bps), modest volume in TY futures (275k). Tsys off the highs after a strong rise in Jan Housing Starts to 1.326mln rate the highest since October 2016, + 9.7% m/m...
by admin | Feb 15, 2018 | comments
Market Update Tsys trading lower across the curve, off the early Europe lows which saw the 10Y reach above 2.94%, a new 4-year high, on heavy volume in TY futures (>560k). JPY rose to a new 15 mth high as Japanese FM said there was no need to intervene in xcy...
by admin | Feb 14, 2018 | comments
Market Update Tsys higher, near top of o/n range on above avg volume (405k), 10Y 2.82(-1.1bps), curve 0.5bps flatter – key Jan CPI data expected at 8:30 – 0.3% vs 0.1% in Dec with the core forecast to rise 1.7% vs 1.8% in Dec. The release takes on more importance...
