par admin | Juin 5, 2017 | commentaires, Uncategorized
Market Update Tsys trading lower, curve 0.5bps steeper, US 10Y 2.171 (+1.2bps) , 3bps off the post non-farm low, on low volume in TY1 futs (221K). German bunds, UK gilts also lower despite weekend terror attack, ECB & UK election risks. Crude off 0.30 @ 47.37,...
par admin | Juin 2, 2017 | commentaires, Uncategorized
Market Update Tsys slightly higher, long end outperforming, top of narrow range before non farms, US 10Y 2.203%. Crude lower, down another 2.0% or 5% w/w, reversing yest gains after US DOE data showed another drawdown in inventories. Core Euro EGBs higher, gilt...
par admin | Juin 1, 2017 | commentaires, Uncategorized
Market Update Tsys weaker, prices moving lower after stronger ADP (253k vs 180k exp) yields 2bps higher across the curve, 10Y 2.218% . Core Euro bonds lower, gilt yields 2bps higher in 10s 2s unch. Once again gilt underperformance attributed to latest polls showing...
par admin | Mai 31, 2017 | commentaires, Uncategorized
Market Update Tsys lower, yields higher out the curve, short end outperforming, 10Y 2.222 (+1.4%). Narrow range overnite on low volume in TY futures. Core Euro bonds lower, 10Y bund 0.295% despite weaker core eurozone inflation fell (0.9% in May from 1.2%) &...
par admin | Mai 30, 2017 | commentaires, Uncategorized
Market Update Tsys unch, giving up earlier gains on upward revision in March Person spending, PCE deflator, US10Y 2.243%. Heavy volume in TY futures o/n, mostly finishing off the Jun-Sep roll. USD weaker vs yen but higher vs euro. Core Euro bonds lower, UK gilt curve...
