by admin | Aug 28, 2017 | comments
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...
by admin | Aug 25, 2017 | comments
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...
by admin | Aug 24, 2017 | comments
Market Update US tsys trading weaker , yields 1.5 – 2 bps higher, 10Y 2.19 (+2bps), some profit taking after yesterday’s FTQ rally, above average volume in TY1 futures (388k). European stocks are higher, Euro Stoxx +0.40%, S&P futs +4.5, crude slightly lower...
by admin | Aug 23, 2017 | comments
Market Update US tsys jumping in NY trading as mkts react to Trump’s threat of a govt shutdown should the border wall not be funded, Trump also indicated the US could pull out of NAFTA., US 10Y 2.19 (-2.3bps), curve 1bp flatter. Overnight tsys pressured by stronger...
by admin | Aug 22, 2017 | comments
Market Update US tsys trading weaker, US 10Y 2.206 (+2.4bps), curve ~1bp steeper, US stock index futures higher( emini +6.5), Euro stocks +0.56%. Core Euro bonds also lower, bunds lagging the decline in tsys by 1bp, supported by the sharp decline in Italian debt,...
