par admin | Sep 25, 2017 | commentaires, Uncategorized
Market Update US tsy yields slightly lower, curve 0.5bps flatter, US 10Y 2.24% (-1.1bps). Crude above $51.00 (+1.1%) after OPEC said the latest production cuts are working. Core Euro bonds higher led by German bunds, euro currency lower after Angela Merkel’s win was...
par admin | Sep 22, 2017 | commentaires, Uncategorized
Market Update US tsys trading higher on ‘risk off’ tone following latest N. Korea threats, US 10Y 2.25% (-2.7bps), tsy futures near highs on heavier than avg volume (350k TY futures), Dec Eurodollars higher USD down for 2nd day after FOMC rally on Wed, crude unch @...
par admin | Sep 21, 2017 | commentaires, Uncategorized
News headlines Dollar Rebounds as FOMC Meeting Makes Case for Profit Taking (Bloomberg) The Bloomberg Dollar Spot Index rose for the first time in three days, with higher Treasury yields lending support to the currency as investors’ focus turns to the Federal Reserve...
par admin | Sep 20, 2017 | commentaires, Uncategorized
Market Update US tsys higher, TY futures in a narrow overnite range before FOMC, 10Y 2.23% (-1.4bps). GOCs unch after giving up earlier gains with the 10Y 2.09%. GOCs wider by ~2bps vs tsys mostly in 2s, reversing recent outperformance, CAD +0.36% , WTI +1.1%, EUR...
par admin | Sep 19, 2017 | commentaires, Uncategorized
Market Update US tsys trading higher, yields 1-1.5bps lower led by the 3/5 year, with the 10Y 2.22 (-1bp). US equity futures up slightly (1.5pts), crude extending gains above $50 as Iraq has raised the prospect of further production cuts while refiners delay...
