by admin | Feb 25, 2019 | comments
Market Update US tsys trading lower, yields 2-2.5bps higher, 10Y 2.68% (+2.5bps), roll from March to June responsible for volume in TY futures (590k). S&P futures higher, emini above 2,800 for first time since Dec 3rd. Trump said he would extend the...
by admin | Feb 22, 2019 | comments
Market Update US tsys trading higher, 10Y 2.68% (-1bp), avg volume in TY futures (320k). EGBs outperforming, gilt yields in risk-off mode before ECB Draghi comments this aft and weak German business confidence data. Equity futures higher (S&P +11) on more...
by admin | Feb 21, 2019 | comments
Market Update Tsys off the lows after weaker Dec Durable Goods & Feb Phili Fed (-4.1 vs 14), yields still 2-3bps higher from o/n session on positive news on trade with Reuters reporting the US & China are close to a trade deal. Fed Bullard , in...
by admin | Feb 20, 2019 | comments
Market Update Tsys trading slightly higher, 10Y 2.63%, modest volume in TY futures (283k), with S&P futures -3.0 and the USD unch. FOMC minutes to be released at 2:00PM expected to discuss shift to a neutral bias at January meeting, as well as the likelihood of a...
by admin | Feb 19, 2019 | comments
Market Update Tsys trading mixed, 1bp lower in short end with yields out the curve unch, 10Y 2.665%, above avg vol in TY futures (380k). Equities off recent lows, S&P futures (-7.75) , Walmart posting Q4 eps above est, stock up 5% pre-mkt. Core EGBs close to...
