by admin | May 3, 2017 | Uncategorized
Market Update US tsys lower, yields 1.5bps higher led by the 10Y at 2.332% (1.6bps), volumes in TY fuutres closer to avg (236k) as Europe/Asia back from vac. Equities lower( emini -1.25), crude higher (49.30 + 0.30), USD up vs Yen for 4th day. Latest JPM Client...
by admin | May 1, 2017 | comments
Market Update US tsys lower, yields 0.5bps higher thru the curve on very light volume in TY futures – 134k less than half avg as Europe is closed, much of Asia as well. Little reaction to weaker than exp March Personal Income/spending data – PCE deflator 1.8% vs 1.9%...
by admin | Apr 28, 2017 | comments, Uncategorized
Market Update US tsys moving lower despite a big miss on Q1 GDP (0.7% vs 1% exp) thou GDP prices came in stronger 2.3% vs 2.0 exp) 10Y 2.327%% (+3bps). Core Euro bonds sharply lower with the 10Y bund 5bps higher @ 0.343% and the 10Y bund/tsy spd close to three month...
by admin | Apr 27, 2017 | comments, Uncategorized
Market Update US tsys moving to the lows of the o/n session, US 10Y 2.313% (+1bp). ECB left rates unch as exp, Draghi press conference coming up. German bunds slightly higher, 10Y bund spiked to day high after the decision, no reaction in tsys, as a result the 10Y...
by admin | Apr 26, 2017 | comments, Uncategorized
Market Update Treasuries bounced off lows amid dip buying, after early slide on tax-plan-news speculation/digestion selling, also pre-auction shorts into 1pm ET. $34B 5Y auction and 11:30am ET 2Y FRN auction. Treasuries opened NY mildly weaker after drift off session...
