par admin | Nov 27, 2015 | commentaires
Market update US tsys opening higher, curve 1bp flatter, US 10Y 2.203 (-3bps). US stock futures slightly lower, USD index higher, crude ~2.0% lower close to $42 support as China stocks fell 5.5% o/n amid brokerage investigation. US tsys lagging 10Y bunds ~6bps on the...
par admin | Nov 26, 2015 | commentaires
Market update With the US closed, GOCs are higher & flatter, taking the lead from core Euro bonds which are seeing flatter curves for a fourth day led by 10Y gilts which are ~3bps lower @1.85% the lowest since Oct 28th. Bunds mixed with short end underperforming...
par admin | Nov 25, 2015 | commentaires
Market update US tsys higher after mixed data – stronger claims & durable orders, weaker core PCE – curve ~3bps flatter US 10s 2.227 (-1.2 bps), longs below 3.0% (2.98, -2.3bps). US tsy curve 5/30 2bps flattest since August. Core Euro bonds outperforming on...
par admin | Nov 24, 2015 | commentaires
Market update US tsys higher after Q3 GDP came in as exp (2.1%), curve sharply steeper as 2s outperform and prior to this aft $35bln 5Y note & $13bln 2Y FRN auctions. Since the last 5Y auction the 5/30 curve has narrowed ~6bps while 2s/5s is barely 2bps flatter so...
par admin | Nov 23, 2015 | commentaires
Market update US tsys weaker curve flatter led by 5Y, US 10Y 2.30 (+3.4bps), 2Y @0.946 – a high since April 2010. Core euro bonds weaker led by 10Y bunds (+6.5bps) @ 0.54% pressured by stronger PMIs (See above) & supply. Belgium sold 10Y &12Y debt while...
