by admin | Jul 13, 2016 | comments
Market update US Tsys back to bull flattening, futures outperforming on high volume with 319K Sep 10Y contracts traded so far. EGBs higher, bund curve flatter, USD lower vs majors, JPY last 104.64. Global stocks up, highlighted by a 0.84% gain in the Nikkei, 0.64%...
by admin | Jul 12, 2016 | comments
Market update US Tsys sharply lower/steeper, futures underperforming on high volume with 411K Sep 10Y contracts traded. Tsys lower with most global bonds as global stocks soar highlighted by the Nikkei’s 2.46% gain, 1.93% gain in Italy and 1.76% gain in Spain....
by admin | Jul 11, 2016 | comments
Market update US Tsys marginally lower, belly underperforming, futures in line on avg volume with 246K Sep 10Y traded so far this session. Global stocks sharply higher highlighted by a 3.98% in the Nikkei, 1.65% gain in Dax and 1.31% gain in Eurostoxx. E-mini S&Ps...
by admin | Jul 8, 2016 | comments
Market update US tsys lower after June non farm payrolls surged 287K vs 180K exp with the 3mo avg 147K, with the unemployment rate up 0.2% at 4.9% – Us 10Y 1.415 (+2.9bps). S&P minis higher after strong figures, Euro Stoxx +2.0%. Canadian empl fell 0.7k...
by admin | Jul 7, 2016 | comments
Market update US tsys opening lower, 10Y 1.39 (+2bps), moving slightly lower after better than exp ADP employment (172K vs 160K). Core Euro bonds lower led by 30Y gilts, which at 1.60% are still ~60bps lower post Brexit – the 10Y gilt auction saw strong demand (b/c...
