25/04/2019

Market Update US tsys moving lower after March Durable Goods upside surprise (2.7% vs 0.8% exp), 10Y  2.54. Core Euro bonds mixed, bunds unch while UK gilt yields are ~2.5bps lower, 10Y gilt at two week low 1.15%. Another strong day for the USD index, DXY up for...

24/04/2019

Market Update US tsys rallying, yields 2-3bps lower, moving higher with German bunds, 10Y 2.54% (-2.5bps), TY futures near top of range on heavy volume (420k), block trade in 5Y futures 6K FVM9 ($283k DV01) at 8:11. Equity futures unch, DOW futures higher with Boeing...

23/04/2019

Market Update US tsys slightly lower, down in recent trade as stock futures erase losses (S&P +4), US10Y 2.59%, below avg volume in TY futures (290k).  Second tier data today with Phili Fed non-man index, Richmond Fed & March New Home Sales.  The...

22/04/2019

News headlines U.S. Stock Futures Decline in Holiday-Hit Trading: Markets Wrap (Bloomberg) U.S. equity-index futures dropped on Monday while stocks in Asia were mixed as the Easter holiday weekend continued in many countries. Oil jumped on a report America scrapped...

18/04/2019

Market Update US tsys higher, 10Y 2.565% (-2.5bps), heavy volume in TY futures (540k) ahead of March Retail Sales & Phili Fed Index. Equity futures rebounding from early losses, S&P +2.5. EGBs higher, outperforming tsys, sharp spike in bund futures after...