par admin | Août 28, 2015 | commentaires
Market update US tsys are higher after rising for most of the o/n session, with a muted reaction to weaker July Pers spending data. US 10Y 2.16 (-3bps), European equities lower despite the surge in China (4.8%). Focus on various Fed speakers at the Jackson Hole...
par admin | Août 27, 2015 | commentaires
Market update US tsys are mixed after 2Q GDP was revised higher (3.7% vs 2.3%), curve ~2bps flatter, US 10Y 2.19 (+1bp). Reports of China liquidating tsys to support yuan as well as comments from BOJ Kuroda on inflation pressured tsys overnite. The pipeline of IG...
par admin | Août 26, 2015 | commentaires
Market update US tsys lower, curve ~3bps steeper, US 10Y 2.15 (+8bps) after surge in Durable Goods. Global stocks mixed, China was lower again, yet Euro stocks have reversed declines while DOW futures are ~300 pts higher. US auctions $35bln in 5Y notes with the belly...
par admin | Août 25, 2015 | commentaires
Market update US tsys opening sharply lower despite China equites being down sharply again (7.6%), US 10Y 2.07 (+6.5bps), curve ~1.5bps steeper. Tsys were under pressure since mid-morning, falling to lows once China rate cut was announced at 6:15EST. Euro stocks up...
par admin | Août 24, 2015 | commentaires
Market update US tsys opening sharply higher on rout in global equities, with tsys reaching new highs mid-morning. US 10Y below 2.0%, fell as low as 1.95% at ~5:30EST, now 1.98 (-5bps). China stocks fell 8% in the largest decline since 2007, S&P mini -~4.0%, crude...
