par admin | Sep 23, 2015 | commentaires
Market update US Tsys lower/steeper, futures underperforming on avg volume. Big story overnight was Caixin flash China PMI was disappointing at 47, lowest since March 2009 and vs expectations of 47.5 but despite weaker Sep EZ flash PMIs the spin was that Q3 EZ growth...
par admin | Sep 22, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.17 (-3bps) on global equity weakness with Volkswagen shares down another 18% and resource stocks down sharply – the FTSE metals & mining index -5.5%. 10Y US swap spreads narrowed to the lowest since Sep 2010 on corp...
par admin | Sep 21, 2015 | commentaires
Market update US tsys opening lower & ~1bp steeper, US 10Y 2.17 (+3.7bps). Tsys pressured by some hawkish comments from Fed governors Bullard and Williams. Yet as corp supply is expected to pick up significantly this week (25-30bln after only 10bln last wk)...
par admin | Sep 18, 2015 | commentaires
Market update US tsys opening sharply higher, curve flatter after Thurs huge post FOMC rally, US 10Y 2.154 (-3.6bps). Tsys were flat most of the early o/n session but started to take off as overseas stock mkts tumbled, with the DAX at key support. US auctions 10Y TIPs...
par admin | Sep 17, 2015 | commentaires
Market update US tsys slightly higher after housing starts/claims and after a quiet session o/n before FOMC decision, US 10Y 2.284 (-1.3bps).US stock futures lower, core euro bonds mixed – 10Y gilts lower, EU periph spds mixed. There is no real consensus on Fed...
