par admin | Déc 20, 2016 | commentaires, Uncategorized
Market Update US tsys lower, yields ~2bps higher led by the 10Y @ 2.564 (+2.6bps). Tsys weaker after BOJ kept policy unch, USD/JPY +0.7%, after yesterday’s late day ftq rally on Berlin attack & shooting of Russian ambassador, thou thin volumes seen exacerbating...
par admin | Déc 19, 2016 | commentaires, Uncategorized
Market Update US tsys higher, yields 3-4bps lower with the 10Y 2.55 (-3.7bps) in thin volumes. Tsys higher in Asia on safe haven after China seized a US underwater drone. Core Euro bonds also higher thou volume in bund futures ~50% of recent avg., 10Y bund 0.287%...
par admin | Déc 16, 2016 | commentaires, Uncategorized
Market Update US tsys higher, yields 2-3bps lower with the 10Y 2.57% (-3bps) and the curve ~3bps flatter. Similar story in Canada, GOC yields lower, 10Y 1.796 (-3.5bps). Tsys well bid thru the Asia, supported by JGBs where 30Y yields fell another 7bps (13bps this...
par admin | Déc 15, 2016 | commentaires, Uncategorized
Market Update US tsys lower in follow thru to yest FOMC led by the 5Y which is 6bps higher @ 2.10%, ~22bps in two days or the highest since Apr 2011. Small bounce after as expected CPI, thou both Phili Fed and Empire Man came in stronger. Foreign central bank...
par admin | Déc 14, 2016 | commentaires, Uncategorized
Market Update US tsys higher with the long end leading, US 10Y 2.444 (-2.7bps) after Nov retail sales came in short of expectations 0.1% vs 0.3% with Oct revised lower as well thou PPI rose 0.4% vs 0.1% exp. Core Euro bonds also higher, supported by the Bank of...
