by admin | Jun 23, 2016 | comments
Market update US tsy yields 2-5bps higher, curve 2bps steeper as European bonds decline, stocks rise on latest Brexit polls which show ‘remain’ firmly in the lead. Euro stocks up 2.0% led by banks with the Euro Stoxx bank index up 3.0%, its fourth straight up day....
by admin | Jun 22, 2016 | comments
Market update US tsys slightly higher on light volume in TY futures (220K), US 10Y 1.70 (-0.5bps). Tsys pressured in Europe as stocks rose for a third day, German bunds lower & steeper in thin trade ahead of Brexit vote – latest poll shows ‘remain’ with a one...
by admin | Jun 21, 2016 | comments
Market update US tsys slightly higher despite higher Euro stocks & bond yields, US 10Y 1.685%. Risk of Brexit continues to slide, while better than expected German ZEW index weighed on bunds, part the long end with 2s30s ~3.5bps steeper and the 10Y bund 0.067%...
by admin | Jun 20, 2016 | comments
Market update Tsys sharply lower led by the 10Y with the curve ~2bps steeper, US 10Y 1.67 (+6bps) as remain side seen gaining in latest Brexit polling, the GBP . Euro stocks ~3.0% higher, core Euro bonds lower led by 10Y gilts (+9bps) while EU peripheral spds tighter...
by admin | Jun 17, 2016 | comments
Market update Tsys opening lower, curve steeper, US 10Y 1.60% (+1.5bps) on heavy volume in TY1 futures (412k). Core Euro bonds lower, with the long end underperforming, the bund 5s30s curve 5bps steeper after reaching one year lows yest below 100bps. EU peripheral...
