par admin | Nov 20, 2015 | commentaires
Market update US tsys little changed, US 10Y 2.25%, curve ~1bp flatter, 30Y bond just above 2.0%. Bunds rallying on dovish Draghi comments (see above). GOCs unch, 1bp wider vs tsys after weaker Sep retail sales, higher than exp core CPI. Provi spds opening tighter,...
par admin | Nov 19, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.257 (-1.7bps), curve 4bps flatter after FOMC minutes yest raised expectation for Dec rate hike. Core Euro bonds higher led by 10Y gilts (-2.5bps) after weaker Oct retail sales. Bund futures up for a ninth day, 10Y bund...
par admin | Nov 18, 2015 | commentaires
Market update US sys moving lower after Fed Lockhart comments that it may be appropriate to start ‘new policy phase’ thou ‘hike pace might be somewhat slow’.. Tsy yields 2-3 bps higher across the curve, US 10Y 2.29 (+2bps) extending underperformance vs UK gilts,...
par admin | Nov 17, 2015 | commentaires
Market update US tsys moving lower after higher core Oct CPI, US 10 curve flatter, US 10Y 2.28 (+1.4bps),tsy 10Y futures in narrow o/n range before CPI, Industrial Production. Euro stocks up a second day, France +2.5%, Greece +3.0% with Greek 10Y -18bps on news of...
par admin | Nov 16, 2015 | commentaires
Market update US tsys trading higher, flatter after weaker than exp NY Empire index. USD higher, crude higher, Euro stocks maintaining gains, after dropping initially in response to Paris attacks. Nikkei lower on Japan recession news. Core Euro bonds higher led by 10Y...
