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...
by admin | Jun 14, 2016 | comments
Market update Tsys higher, yields 2-3bps lower across the curve, risk aversion overnite as Brexit vote dominates as four polls showed the ‘leave’ side gaining momentum, the GBP falling 1.0% back to yest low 1.4125. Ten year gilts sharply higher, 10Y gilt record low...
by admin | Jun 13, 2016 | comments
Market update US tsys higher for a fifth day, US 10Y below 1.635 (-1bp) on ‘risk off’ as the Nikkei fell 3.5%, European equities lower for a fourth day, GBP off 0.60% close to two month lows before Brexit vote next week. Tsys gapped higher at the open as the Nikkei...
by admin | Jun 10, 2016 | comments
Market update US tsys higher, curve flatter for a second day, US 10Y touched a new low 1.65% (-3b.4bps) on avg volume in TY1 futures (290K). Tsys flat in Asia but rose in Europe on more warnings on Brexit vote, ex ECB president Trichet warning Brexit would be a...
