17/02/2016

Market update US tsys moving lower, accelerating since mid-morning on stronger core PPI (0.4% vs 0.1%) equity mkts improve: Euro stoxx up 2%, S&P futs +1.6%. US 10Y 1.82% (+4bps), curve ~1bp steeper.  Crude up 3% @ 29.90 after falling on Russia/Saudi news. ...

16/02/2016

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...

12/02/2016

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%),...

11/02/2016

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...

10/02/2016

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...