par admin | Juil 5, 2017 | commentaires, Uncategorized
Market Update US tsys higher, yields ~1bp lower with the 10Y outperforming. Tsy prices rose in Asia in safe haven bid on continued fallout from North Korea missile launch, but then faded on Europe on supply & stronger Euro data, heavy selling at the lows in TY...
par admin | Juil 4, 2017 | commentaires, Uncategorized
Market Update US tsys futures and GoC moving higher supported by risk-off tone following news of a successful North Korean missile launch. Initially, bonds had benefited from a flight to quality trade as a result of another North Korean missile launch. However, equity...
par admin | Juin 30, 2017 | commentaires, Uncategorized
Market Update US tsys moving lower after PCE, 10Y 2.263%, on heavier than avg volume in TY1 futures, 470k vs ~600k last two days. Treasuries rose with EGBs into month/qtr end, 10Y bund 1bp lower 0.44% , +20bps wk/wk, 10Y bund/tsy spd just off recent narrows @ 182bps....
par admin | Juin 29, 2017 | commentaires, Uncategorized
Market Update US tsys sharply lower, 10Y 2.274% (+4.5bps), off the lows after Q1 GDP revised higher 1.4% vs 1.2% & PCE 1.1% vs 0.6%, thou GDP price index 1.9% vs 2.2% prev. Heavy volume in TY1 futures (690k) overnite. Core EGBs lower as well, the German bund curve...
par admin | Juin 28, 2017 | commentaires, Uncategorized
Market Update US tsys paring earlier losses following comments from ECB that Draghi’s comments yesterday were misinterpreted, tys yields now ~1.5bps lower in the short end, slightly higher out the curve, 10Y 2.21 (+0.7bps), heavy volume in TY1 futures (600k)....
