par admin | Sep 17, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 2-4bps lower, bull flattener led by the 10Y 1.81% (-4bps), above avg volume in TY futures (435k). S&P futures slightly lower (-3.5), crude -1.5%. Aug IP/Cap Utilization, FOMC decision tomorrow. The latest...
par admin | Sep 16, 2019 | commentaires, Uncategorized
Market Update US tsys higher on FTQ after this weekend’s developments in the middle east, 10Y 1.835% (-6bps), heavy volume in TY futures (565k). Brent crude +11% , 66.70 after surging to $72 in reaction to strike on Saudi refining facility responsible for 5% of global...
par admin | Sep 13, 2019 | commentaires, Uncategorized
Market Update US tsy yields 2-4bps higher, 10Y 1.83 (+5bps) after strong Aug Retail Sales (0.4% vs 0.2%), TY futures at new lows for the month, prices having almost completely retraced the Aug-Sep rally. Tsy yield curve continuing steeper with 3M10Y +3bps at 15bp...
par admin | Sep 12, 2019 | commentaires, Uncategorized
Market Update ECB – cuts deposit rate 10bps, strengthens forward guidance and link it to inflation, QE 20B/month, starting in Nov – open-ended and linked to the date of liftoff, which is tied to inflation. First take is more hawkish on the rate cut but...
par admin | Sep 11, 2019 | commentaires, Uncategorized
Market Update Tsy futures trading modestly weaker, off lows to top end overnight range last few minutes, decent volume (TYZ>395k). Yld curves unwind portion of wk’s bear steepening (3M10Y +35bp from last weeks lows).Treasuries have only seen small moves ahead...
