par admin | Fév 1, 2017 | commentaires, Uncategorized
Market Update Tsys lower trading at the low end of o/n range , yields 2-3 bps higher 10Y 2.484% after ADP came in +246K vs 168K exp. FOMC decision at 2pm, no change expected and there is no news conf yet statement will be closely watched for clues as to timing of...
par admin | Jan 31, 2017 | commentaires, Uncategorized
Market Update US tsys trading higher, yields 1-1.5bps lower 10Y 2.477% . Prices fell in Europe after rising initially in Asia on news that Trump had fired his AG, as well as month end buying as the estimated extension in the BB Barclays Tsy Index is 0.07yrs. Yet...
par admin | Jan 30, 2017 | commentaires, Uncategorized
Market Update US tsys mixed, slightly higher out to five years with the back end lagging, curve 1bp steeper, 10Y 2.49%. Little reaction to PCE which came in below exp (0.3% vs 0.4%). Prices off the lows after Jan German inflation came in below exp(1.9% vs 2.0%) ....
par admin | Jan 27, 2017 | commentaires, Uncategorized
Market Update US tsys higher, erasing earlier slight losses, 10Y 2.506 after a miss on Q4 – mostly on trade as final sales rose 2.1% vs 1.8%. Light volume overnight as China closed for New Year. Core European bonds higher, 10Y gilts 2.5bps lower @ 1.485% on no data...
par admin | Jan 26, 2017 | commentaires, Uncategorized
Market Update US tsys slightly lower, steeper, US 10Y 2.53 after reaching 2.55% in European trading. US data mix on the weak side with claims, inventories higher thou Chicago Fed for Dec stronger – 0.144 highest since Jan 16. Core European bonds lower, 10Y bund...