22/11/2017

Market Update US tsys mixed, curve 3bps steeper with the 30Y +2.5bps @2.38, 10Y 2.367 (+1bp), .  Tsys saw mild bid in Asia after Yellen noted there was ‘some hint’ inflation expectations were drifting lower. Prices reverted to o/n lows in Europe with German bunds as...

21/11/2017

Market Update Tsys mixed, long end outperforming, new lows for 2s10s new low 58.73 overnite, 10Y 2.36%. Equities firmer (S&P fut +7.5), gold recovering somewhat after yesterday’s $15 decline, the largest since Sep. Crude reversing earlier gains now flat @ 56.33....

20/11/2017

Market Update US tsys trading modestly lower, yields 0.5-1bp higher, 10Y 2.355%, TY futures bottom  o/n range. Tsy’s earlier boost from bunds after breakdown in German govt coalition now being unwound with reports Merkel unwilling to accept breakdown in coalition...

15/11/2017

Market Update US tsys & GOCs higher on FTQ bid as stocks weaken globally, heavy volume in TY futures overnight (TY 535k). US 10Y 3bps lower @ 2.336% , maintaining overnite gains despite rise in y/y core Oct CPI and retail sales (0.2% vs 0.0%)with the 2s10s tsy...

14/11/2017

  Market Update Tsys trading higher led by the long end, curve 2bps flatter 2s30s, 10Y 2.388 (-1.8bps), above avg volume in TY futures (350k), short end weighed by firmer Oct PPI (0.4% vs 0.1%, overall 2.8%  highest since Feb 2012). Fed Bullard  sounding dovish...