par admin | Août 5, 2016 | commentaires
Market Update US tsys lower after July payrolls surprised to the upside rising 255k vs 188k exp with both May & June revised higher and AHE up 0.3% vs 0.2% exp. Volumes in tsy futures light overnight, flows saw sellers of 5s from foreign CB and Japanese life ins...
par admin | Août 4, 2016 | commentaires
Market Update US tsys are trading higher with the long end outperforming following the BOE monetary stimulus – a 25bp rate cut and QE of 70bln consisting of 60bln in gilts & 10bln in corporate bonds. UK gilts are 6- 12 bps lower in yield with the curve 5bps...
par admin | Août 3, 2016 | commentaires
Market Update US tsys slightly higher on avg volume in TY1 futs, curve flatter & US 10Y 1.55% (-1bp)- tsys barely reacting to better than expected ADP (179k vs 170k). Euro equities slightly higher, giving up earlier gains after yest saw the Euro Stoxx down 2.0%...
par admin | Août 2, 2016 | commentaires
Market Update US tsys lower, curve bear steepening as longs underperform, US 10Y 1.56 (+3.4bps), despite another weak session for European equities (-1.5%) with and the Nikkei -1.5%. The RBA cut rates to a record low 0.50%.Main focus overnite was continued rout in...
par admin | Juil 29, 2016 | commentaires
Market Update US tsys rebounding from o/n losses after Q2 GDP came in way below expectations 1.2% vs 2.5% exp with Q1 revised lower as well, US 10Y 1.51 (+1bps). GDP shortfall mainly an inventory story as inventories subtracted 1.2% while final sales were 2.4% vs 1.2%...