par admin | Oct 2, 2015 | commentaires
Market update US tsys sharply higher, curve 5bps steeper, US 10Y below 1.95% (-9bps) with Fed fund futures pushing out the first rate hike to March 16 at the earliest. Payrolls were weak all around, except for the unemployment rate which was unch at 5.1%. Payrolls...
par admin | Sep 30, 2015 | commentaires
Market update US tsys slightly higher, rebounding sharply in NY trading with the 10Y 2.03% (-1bp) and the curve 1bp flatter. Buying in tsys spurred by higher initial claims, thou tsys were already in rally mode with German 10Y bunds as the 10Y bund future triggered...
par admin | Sep 28, 2015 | commentaires
Market update US tsys trading higher yet well off earlier highs, US 10Y 2.144 (-2bps). Personal income , PCE came in as exp for August. Equities weaker on story ECB will no longer buy VW backed auto loans and Glencore shares continue to collapse. NY Fed Dudley saying...
par admin | Sep 25, 2015 | commentaires
Market update US Tsys are lower/steeper, Tsy futures underperform on above avg volume. Risk off, global stocks better (save China CSI 300 and Mexico), EGBs lower, Bunds lower/steeper, US Swap and US MBS spds tighter, USD higher vs ccy majors. Big news was...
par admin | Sep 24, 2015 | commentaires
Market update US sharply higher/flatter, futures outperforming on good volume. Global stocks in the red after Norway unexpectedly cut rates 25 bps to .75bps, Taiwanese cut rates to 1.75%, its first cut since 2009 and as BMW now becomes the second auto company to have...
