par admin | Sep 1, 2017 | commentaires, Uncategorized
Market Update US tsys lower, yield 0.5 – 2bps higher across the curve, 10Y 2.133 (+1.6bps) before August Non-Farm Payrolls, ISM Man. Below avg volume in TY futures overnight (230k), Sep/Dec roll done, quiet trading ahead of NFP. Consensus is for a rise of 180k after...
par admin | Août 30, 2017 | commentaires, Uncategorized
Market Update US Treasuries open NY lower, with 2/30Y and 5/30Y flatter after overnight consolidation followed Tuesday safe-haven bid gains tied to N.Korea firing of missile over Japan. US ADP sees 237,000 for August Private Payrolls. Risk-on mood means European...
par admin | Août 29, 2017 | commentaires, Uncategorized
Market Update US tsys sharply higher on geopol risk after North Korea missile launch, US 10Y 2.105% (-5.2bps) , core Euro bonds also sharply higher on risk off, German bunds lagging the rally in gilts after a technically uncovered German Schatz auction. In Canada,...
par admin | Août 28, 2017 | commentaires, Uncategorized
Market Update US tsys trading weaker, yields ~1bp higher curve 0.5bps steeper, US 10Y 2.175%, heavy volume in TY futures (>400k) mostly Sep/Dec roll. Equities basically unch in Europe, London on holiday, S&P futures +1.5, gold higher, WTI crude weaker (47.50...
par admin | Août 25, 2017 | commentaires, Uncategorized
Market Update US tsys trading weaker, US 10Y 2.20% after stronger July core Durable Goods Orders (0.5% vs 0.4%) and before Jackson Hole speeches from Yellen (10:00am) and Draghi (3:00pm). Core European bond yields 1-2 bps lower, heavy selling in German 5Y futures...
