par admin | Avr 1, 2016 | commentaires
US tsys trading lower on relatively heavy volume in TY1 futs (378k) after stronger payrolls with European equities lower, the Nikkei down 3.5% and the USD index lower for a fifth day. Tsys fell ealier with the 10Y reaching above 1.8% but later bounced on weak Tankan...
par admin | Mar 31, 2016 | commentaires
US tsys trading higher, curve slightly flatter US 10Y 1.817 (-1bp). Volume in TY futs below avg. Overnite S&P lowered the outlook for China to negative from stable to ‘reflect our expectation that the economic and financial risks …are increasing’. Yet China stocks...
par admin | Mar 30, 2016 | commentaires
US tsys mixed, curve steeper after ADP came in above exp. (200 vs 195), and before US$28bln 7Y auction at 1:00PM. Core Euro bonds slightly lower, German regional inflation came in higher than exp. Yellen basically took a Fed rate hike in April off the table with her...
par admin | Mar 29, 2016 | commentaires
US tsys higher, curve flatter, US 10Y 1.87% (-2bps). Core European bonds higher, in catchup mode after holiday yest. Fed chair Yellen to speak at 12:20 EST and 1:00PM $34bln 5Y auction. Light data calendar today but heats up the rest of the week with ISM man &...
par admin | Mar 24, 2016 | commentaires
Us tsys slightly higher, curve flatter on light volume in tsy futures, US 10Y 1.87% (-1.2bps). European and Asian equities ~1.0% lower, the USD index is higher for a fifth day – the USD has now retraced ~75% of the post March 16th FOMC decline as Fed Bullard and...
