par admin | Mai 29, 2017 | commentaires, Uncategorized
Market Update Core Euro bonds unch, volume in German bund futures way below avg with the US on holiday. Italian debt under pressure, curve ~5bps steeper 10Y yield 10bps higher @ 2.18% after former PM Renzi said Italy could stage early elections, also tomorrow brings...
par admin | Mai 26, 2017 | commentaires, Uncategorized
Market Update US tsys higher, yields 1-3 bps lower, curve flatter led by the 7Y, 10Y 2.234 (-2.1bps), little reaction to upward revision to Q1 GDP, weaker durable goods. TY volume high on continued Jun-Sep rolls, prices rising in Europe as equities weakened thru the...
par admin | Mai 25, 2017 | commentaires, Uncategorized
Market Update US tsys slightly higher on heavy volume in tsy futures, 628k TY1 contracts by 8:00 more than double the avg. Equities firmer, crude down 1.6% @ 50.53 after reaching a five week high 52.00 earlier in the session. EGBs outperforming, gilt/bund yields...
par admin | Mai 24, 2017 | commentaires, Uncategorized
Market Update Tsys slightly higher, US 10Y 2.276%, curve flatter, prices bid in Asia on Moody’s China downgrade. In Europe EGBs rose after good German auction. FOMC minutes the main focus for tsys this aft. GOCs higher, outperforming tsys by ~1bp before the BOC this ...
par admin | Mai 23, 2017 | commentaires, Uncategorized
Market Update Tsys trading higher, yields 1bp lower with the US 10Y 2.243 (-1.1bps), higher than avg volume in TY futures. Tsy, EGB yields fell initially o/n on news of terrorist attack in UK, then gave much of it back after firm eco data & sov supply. German...
