par admin | Oct 27, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.03 (-2.7bps) after weaker Sep Durable Goods (-1.2 vs -1.5, ex trans -0.4 vs 0.0). Tsys also supported by sharp gains in German 10Y bunds as bund fut hit new highs after ECB Nowotny comments on inflation. European equities...
par admin | Oct 26, 2015 | commentaires
Market update US tsys trading sharply higher in NY trading, curve ~ 3 bps flatter as longs outperform along with flattening move seen in German bunds. US 10Y 2.06% (-3bps), 10Y tsy/bund spd 157 highest since August 4th. Bunds were lower on better than expected IFO...
par admin | Oct 23, 2015 | commentaires
Market update US tsys sharply lower, curve steeper, US 10Y 2.09 (+6bps) after China surprised mkts with a surprise rate cut, the fifth this year. Tsys were already lower pre PBOC decision, accelerating downward on heavy selling in 10Y futs ~8:30 (~15k contracts). Core...
par admin | Oct 22, 2015 | commentaires
Market update US tsys rising off the lows with EGBs as Draghi says ECB will re-examine level of existing stimulus, US 10Y 2.027 (+0.3bps). German bunds outperforming, curve sharply steeper with 2Y at record low below -0.30% (-8bps), 10Y 0.54 (-2.7bps). Draghi seeing...
par admin | Oct 21, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.05 (-2bps) on ‘risk off’ as China equities fell 3.0%, commodities lower, Japanese exports weak (see above) – thou Nikkei rose 1.9% on spec of more BOJ easing. Core Euro bonds higher curves flatter led by 30Y bunds...
