par admin | Juin 27, 2017 | commentaires, Uncategorized
Market Update US tsys lower, under pressure from lower EGBs in reaction to hawkish Draghi comments, US 10Y 2.163 (+2.6bps). Core EGBs sharply lower after Draghi said the global recovery was firming and inflation is being boosted by temporary factors, deflationary...
par admin | Juin 23, 2017 | commentaires, Uncategorized
Market Update US tsys opening slightly weaker out the curve on light volume, 10Y 2.16%, pressured lower with EGBs. UK gilts lower, curve 3bps flatter on hawkish comments from BOE Forbes hat there shouldn’t be delay in raising rates, 2Y gilt 3bps higher @ 0.24% highest...
par admin | Juin 22, 2017 | commentaires, Uncategorized
Market Update US tsys slightly lower, 10Y 2.158% on low volume in TY futures (200k), narrow 4 tick range. Core EGBs mixed – Bund curve flatter, 5Y +2bps, demand for flatteners , much higher than ag volume in the current 5Y ‘Bobl’ contract, the 5s30s curve 5bps...
par admin | Juin 21, 2017 | commentaires, Uncategorized
Market Update US tsys lower, 10Y 2.167% (+1bp), on moderate volume in TY futures (250k). Tsys pressured lower in Europe as gilts tumbled on hawkish comments from BOE Haldane said rates may have to move higher in the second half of the yr. Bunds mixed, longer...
par admin | Juin 20, 2017 | commentaires, Uncategorized
Market Update US tsys trading higher, yields 0.5bps – 2bps lower led by the long end in a bull flattening move with the 10Y 2.177 (-1.1bps), US 10/30 curve new lows 59bps, 6bps since last week’s FOMC. S&P futures -2.75, crude off 2.6% below $44 before DOE...
