par admin | Juil 12, 2017 | commentaires, Uncategorized
Market Update US tsys rallying on Yellen’s prepared text release – the mkt focusing on comments that US rates don’t need to rise much to reach neutral, US 10Y 2.31% vs 2.36 pre Yellen. Tsys were already higher overnite with core EGBs after solid 10Y bund...
par admin | Juil 11, 2017 | commentaires, Uncategorized
Market Update US tsys lower overnight after selling in Asia, rebound in Europe, volume light in TY futures (238k), 10Y 2.386 (+1.3bps). Core Euro bonds lower , curves mixed. Gilt yields 1-2.5bps higher led by the short end while the bund curve is bear steepening....
par admin | Juil 10, 2017 | commentaires, Uncategorized
Market Update US tsys higher near top of overnight range on avg volume in TY futures (280k). Tsy curve ~1bp flatter led by 10s, longs lagging , 10Y 2.365 9-2.1bps). Oil weaker -0.50 @ 43.72, S&P futs +1.5 pts, DXY slightly higher. Core EGBs higher, outperforming...
par admin | Juil 7, 2017 | commentaires, Uncategorized
Market Update US tsys trading weaker off the lows before non farms (exp 170k, unem rate 4.3%, 0.3% AHE), US 10Y 2.386% (+2bps), heavy selling in 10Y tsy futures tied to weaker Yen – 2 block trades for combined 780k/DV01. Crude -2.5% @ 44.33 despite yesterday’s drop...
par admin | Juil 6, 2017 | commentaires, Uncategorized
Market Update US tsys trading sharply lower, US 10Y 2.382 (+6bps) – no reaction from weaker June ADP (158k vs 188k) . Tsy weakness spurred by steep selloff in core EGBs, particularly bunds & OATS. German 10Y +9bps @ 0.562% at 1 ½ yr high eclipsing 0.509%...
