par admin | Fév 16, 2016 | commentaires
Market update US tsys lower overnite , off the lows as equities pare gains, crude recedes after initial spike on Saudi Russian agreement to freeze crude prod, US 10Y 1.78 (+2.6bps). Core Euro bonds lower, curves steeper – German govt curve ~3bps steeper despite weak...
par admin | Fév 12, 2016 | commentaires
Market update US tsys opening lower, steeper, US 10Y 1.70 (+4bps) after Jan Retail Sales came in above exp, import prices fell less than exp. European equities higher, crude up 5% above $27.50. Tsys pressured overnite with only a brief bounce on Nikkei decline (-5%),...
par admin | Fév 11, 2016 | commentaires
Market update US tsys surging higher overnite, US 10Y 7bps lower @ 1.61% as equity mkts tumble, yen surged to 16mnth high vs USD. Tsys coming under pressure since ~8:00EST with prices falling further after initial claims fell 11k to lowest level in seven weeks. Euro...
par admin | Fév 10, 2016 | commentaires
Market update US tsys opening lower, US 10Y 1.766 (+2bps) with curve slightly steeper, avg volume o/n in ten yr futs (428k vs 460k). Tsys rebounding on Fed Yellen comments that pace of rate hikes could be slowed, citing rising global risks. Tsys lower o/n with Euro...
par admin | Fév 9, 2016 | commentaires
Market update US tsys yields higher on almost double the avg. volume in TY futures, US 10Y 1.73 (-2bps), after trading in a 9bp range o/n and hitting a low 1.68% in Asia trading. Tsys were bid in Tokyo with the Nikkei down 5.4%, 10Y JGBs trading below zero for the...
