par admin | Sep 24, 2019 | commentaires, Uncategorized
Market Update US tsys higher on avg volume (320k TY futures), US 10Y 1.70% (-2bps), flattening in UST curve with 3m10Y -20bps close to middle of -50 to +5 range over past month. NY Fed repo operation bought $30bln in 14 day repo and was 2x oversubscribed. UK...
par admin | Sep 23, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 2-3bps lower, 10Y 1.70%(-2.4bps), heavier volume in TY futures, S&P futures unch, crude -0.60%. Core Euro bonds seeing strong rally on weak data, bund curve 5bps flatter with the 10Y -6bps @ -0.58% – German...
par admin | Sep 20, 2019 | commentaires, Uncategorized
Market Update US tsys slightly lower on low volume in TY futures, 10Y 1.79%, curve flatter. Equity futures higher, S&P +6.5 and crude up 1.0%. Quiet in core Euro bonds as well, bunds/gilts mixed. Mixed signals on Brexit – EU Juncker saying a deal...
par admin | Sep 19, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields ~3bps lower, 10Y 1.77% , above avg volume in TY futures (435k), tsy prices retracing part of post FOMC losses which saw the 10Y surge 10bps to 1.82%. Bunds paring losses, the OECD cut its outlook for global growth to 2.9% from...
par admin | Sep 18, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 2-3bps lower, 10Y 1.77% , avg volume in TY futures (305k). Trading subdued before FOMC rate decision at 2:00PM – 25bp cut expected, update on balance sheet and ‘dot plot’ forecast. The Fed will buy up to $75bln in tsys this morning...
