by admin | Nov 25, 2016 | comments
Market Update US Treasuries opened Fri NY weaker after Thurs holiday, Wed NY decline; 10Y note now 2.381% vs. 2.357% Wed 3pm ET. TOKYO saw decent Tsys volume: Asian-real money and commercial banks sellers of 5Ys, Asian real-money buying of 10’s as well as...
by admin | Nov 24, 2016 | comments
Market Update US cash mkt closed, TY futures lower on very low vol (135k). UK gilt/bund curves steeper, as mkt adjusts to much larger than exp borrowing program, even as the 15bln increase is weighed more towards the short end. Bunds also mixed, buoyed by as exp Q3...
by admin | Nov 23, 2016 | commentaires, comments
Market Update US tsys losses accelerating after Oct durable goods rise much higher than exp (4.8% vs 1.7%), US 10Y 2.35% (+4bps), curve 2bps steeper led by 10Y. Tsys were already lower in Europe on new ECB lending measures and UK Autumn budget statement. UK 10y gilt...
by admin | Nov 22, 2016 | commentaires, comments
Market Update US tsys trading higher , 10Y yields down 2.5bps 2.29% on the back of sharp rally in UK gilts, German bunds, even as US equity futures extending gains after the S&P closed at a record high yest, crude is higher. Gilt yields 4-6 bps lower led by longs...
by admin | Nov 21, 2016 | commentaires, comments
Market Update US tsys trading higher, yields 1-4 bps lower, curve flatter, US 10Y 2.32 (-4bps). Tsys saw buying in Asian hours then tapering off in Europe as German bunds declined on higher oil – speculation of a deal at the next OPEC meeting in Vienna. Fed Fischer...