by admin | Jun 20, 2019 | comments
Market Update US tsys higher, yields 2-3bps lower across the curve led by the short end, the 2Y 1.72%, 10s below 2.0% for the first time since Nov 2016 as markets now fully priced for 25bp cut at the July FOMC with 50% odds of a 50bp cut, 2s10s tsy curve 10bps steeper...
by admin | Jun 19, 2019 | comments
Market Update US tsys lower, avg volume in TY futures (345k), 10Y 2.08 (+2bps), curve 1.5bps flatter 2s30s ahead of FOMC later today. Core Euro bonds lower, gilt/bund 10Y yields 3-4bps higher, retracing most of yesterday’s Draghi inspired gains despite some weak...
by admin | Jun 18, 2019 | comments
Market Update Tsys surging higher, following EGBs after ECB Draghi hints on potential stimulus if outlook doesn’t improve, US 10Y 2.025% (-7bps) lowest since Sep 2017, curve bull flattening. Euro equities 1.5% higher, S&P futures +17, crude unch. Draghi...
by admin | Jun 17, 2019 | comments
Market Update Tsys trading weaker, yet have rebounded close to highs of European session, on light volume in TY futures (260k),10Y 2.095% (+1.2bps). US equity futures slightly higher (S&P +3.5), crude ~1.0% lower. Data today second tier with June...
by admin | Jun 13, 2019 | comments
Market Update Tsy yields ~1bp lower, 10Y 2.115%, average volume in TY futures (350k) with equity futures +0.30%, crude 3.6% on suspected attack on two oil tankers in Gulf of Oman. Core Euro bond higher led by UK gilts, yields now ~3bps lower on the day,...
