par admin | Août 19, 2019 | commentaires, Uncategorized
Market Update US tsys off the lows as equities give up some earlier gains (S&P +1%, +4% from Thursday’s low 2818), 10Y 1.60% (+4bps). Tsys steady then under pressure in Europe, steepening with German bunds – bund curve 12bps steeper since Thursday. Euro area CPI...
par admin | Août 16, 2019 | commentaires, Uncategorized
Market Update US tsys drifting lower since the late afternoon spike yest, which saw the 10Y yield fall to the lowest since August 2016 below 1.50%, currently 1.525% (unch), volume in TY futures closer to avg (383k). EGBs mixed 10Y bund yield new lows @ -0.73%,...
par admin | Août 15, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields ~1bps lower with the 10Y 1.57% , very heavy overnite volume in TY futures (970k). US equity futures rebounding from earlier losses after China trade retaliation threat. Walmart up 7% pre-mkt on Q2 eps beat &...
par admin | Août 14, 2019 | commentaires, Uncategorized
Market Update Tsys rallying on strong risk-off tone, yields 6- 13 bps lower with the 2s10s curve inverted for the first time since 2007, 10Y yield lowest since 2016 , heavy volume in TY futures (768k), 21K TY contracts trading in a two minute period once prices...
par admin | Août 13, 2019 | commentaires, Uncategorized
Market Update US tsys slightly lower before July CPI, US 10Y 1.65%, having erased earlier gains, strong volume in TY futures (~600k). Long term tsys continuing to outperform, after well-received UK 30Y auction, 30Y tsy yield fell to 2.095% within 1bp of 2016 record...
