29/03/2017

Market Update US tsys higher, moving higher with core Euro bonds on Brexit news and Reuters story that the ECB is wary of making a policy change before June. Tsys underperforming EGBs in the rally, US 10Y below 2.40 (2.396 -2bps),  10Y bund ~5bps lower @ 0.337%, 10Y...

28/03/2017

Market Update Tsys higher, 10Y 2.37 (-1bp), curve 0.5bps flatter, narrow range on avg volume in TY futures (230k) and before Case Shiller & Cons Confidence as well as $34bln 5Y auction at 1:00ET. Core Euro bonds mixed – UK gilts lower & steeper wit the 5Y...

27/03/2017

Market Update Tsys sharply higher, yields 5-6bps lower, US 10Y 2.355 (-5.7bps), follow thru bid from Friday’s healthcare defeat  amid doubts Trump will be able to implement his pro growth agenda. US stock futures lower, DXY index -0.67%, crude below $50 on .  Core...

24/03/2017

Market Update Tsys moving higher after Feb  Durable Goods ex transport came in below exp 0.4% vs 0.6%,  recouping overnight  losses in low volume session as mkts continue to await vote on health care bill in Us house. Equity futures up slightly, crude up 0.50%.  Core...

23/03/2017

Market Update Tsys slightly higher, yields 1bp lower , recovering overnite losses on uncertainty over ACA vote, low volume in TY1 futures, US 10Y 2.40%. Various Fed speakers this morning including Fed Yellen who did not comment on monetary policy – key health...