15/10/2018

Market Update US tsys trading slightly higher on above avg volume in TY futures (396k), US 10Y 3.16%(-1bp). Tsys near the lows of the session despite weaker  Sep Retail Sales (0.1% vs 0.6%, core -0.1% vs 0.4%) as European equities claw back earlier losses, core EGBs...

12/10/2018

Market Update Tsys trading weaker as US equity futures are rebounding strongly from two days of losses, US 10Y 3.165%(+1.5bps), yields off the highs of Asia where 10s hit 3.18%. S&P futures +1.1%, Nasdaq +1.6%, VIX 22 after spiking to 29 yest aft, highest since...

11/10/2018

Market Update Tsys trading weaker, US 10Y 3.18%, despite risk off tone in equity markets (S&P fut -12.75), after yesterday afternoon’s plunge in stocks saw the 10Y rally after a somewhat disappointing auction from 3.24% to 3.17%. The USD index is lower (95.125 –...

10/10/2018

Market Update US tsys weaker across the curve, yields 1-1.5bps higher, 10Y 3.22%, prices off the lows with EGBs as equities weaken, USD moves lower. US tsy supply with two auctions today – $36bln in 3Y notes at 11:30 and $23bln 10Y notes at 1:00ET. US equity...

09/10/2018

Market Update US tsys trading slightly higher, US 10Y 3.23%, after reaching a 7Y high 3.26% in European trading, heavy volume in TY futures (>700k), curve steeper as long end lags. Multiple Fed speaker including Fed Kaplan who expects strong GDP growth this year,...