par admin | Déc 4, 2018 | commentaires, Uncategorized
Market Update US tsys mixed, short end yields slightly higher, 30Y 2bps lower in continuation of flattening move with 2s10s ~14bps the narrowest since July 2007, with inversion at the short end (2s5s, 3s5s). GOC curve also flattening led by longs – large relative move...
par admin | Déc 3, 2018 | commentaires, Uncategorized
Market Update US tsys trading weaker, ‘risk-on’ after Trump decision to delay tariffs on China , China move to reduce US auto tariffs, yields 4-5bps higher across the curve, 10Y 3.04% (+5bps). US equity futures surging after deal – S&P +41 (+1.4%), Nasdaq + 155...
par admin | Nov 30, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, flatter with the 10Y 3.01% (-1.8bps), TY futures 5 ticks higher @ 119-15 on light volume (281k), current contract is Mar19. Highlights for the day include Chicago PMI, Fed Williams and any news from G20 meeting. Core EGBs higher,...
par admin | Nov 29, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields 1.5-4.5bps lower led by the 10Y @3.01% (-4.7bps), the lowest since Sep 17th. Crude rebounding after falling below $50, Russia to cut oil production along with OPEC, WTI @50.82 (+0.48). US equity futures lower, S&P -7, European...
par admin | Nov 28, 2018 | commentaires, Uncategorized
Market Update Tsys mildly lower, curve flatter, heavy volume in TY futures due to roll but off Tuesday’s pace (625k), 10Y 3.063%. Equity futures are higher – S&P +11.5, crude slightly lower 51.53. Key events today – US Q3 GDP at 8:30(0.4% exp & core PCE...
