by admin | Jun 9, 2016 | comments
Market update US tsys higher, curve flatter, on above avg volume in TY1 futures (306K), US 10Y below key resist 1.70%, now 1.676 (-3bps). Tsys rose in Asian session on Bank of Korea surprise 25bp rate cut, lower China CPI and strong 5Y JGB auction (bid/cover 4.66x –...
by admin | Jun 8, 2016 | comments
Market update Tsys slightly lower in another low volume o/n trade, US 10Y 1.72%. German 10Y bund yield fell to a record low 0.033% on flight to quality bid after mid-morning Bloomberg report of unsafe Chinese interception of US aircraft. Bunds succumbed to profit...
by admin | Jun 7, 2016 | comments
Market update Tsys opening slightly higher, US 10Y 1.73% (-1bp), below avg volume in TY1 futures. Core Euro bonds mixed, with short end yields higher, longs 1-2bps lower led by German 30Y bunds. Crude 1.1% higher above $50 – crude inventories forecast to have fallen...
by admin | Jun 6, 2016 | comments
Market update Tsys opening lower/flatter, some p/t after Friday’s 8-11 bp rally, US 10Y 1.725 (+2.2bps). German govt bonds slightly lower, UK gilt curve steeper, GBP at three-week low after TNS UK poll showed majority wanting to leave the EU. EU periph spds wider, 10Y...
by admin | Jun 3, 2016 | e portfolios
This innovative concept is the answer for knowledgeable or not investors looking to: Minimize management fees; Add indexing to their portfolio; Save time by letting CTI automatically rebalance their portfolio by its quantitative models Benefit from the expertise of...
