by admin | Oct 9, 2018 | comments
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,...
by admin | Oct 5, 2018 | comments
Market Update US tsys trading lower, yields 1.5-2.0bps higher across the curve, 10Y 3.205% on above avg volume in TY (340k) before Sep Nonfarm payrolls. Core EGBs also lower, 10Y bund +2bps @0.55% to new high, despite renewed slide in Italian BTPs – 10Y BTP/Bund spd...
by admin | Oct 4, 2018 | comments
Market Update US tsys trading lower, US 10Y traded above 3.20% for the first time since 2011, curve bear steepening with 2s30s 2bps steeper @ 48.5, 3month wides. Prices off the lows as equities come under pressure Very heavy volume in TY futures- 1.1mln vs 400k avg...
by admin | Oct 3, 2018 | comments
Market Update US tsys weaker, yields ~2bps higher & curve steeper, 10Y 3.08%, heavy volume in TY futures (460k). Risk on session after relief rally in Italian debt as concessions made on deficit talks with EU (2.0% deficit by 2021). German bunds underperforming...
by admin | Oct 2, 2018 | comments
Market Update US tsys higher, yields 1-2 bps lower across the curve, 10Y 3.058% (-2.6bps), heavy volume in TY futures (480k). Tsys benefitting from Italy related FTQ bid along with bunds/gilts. Italian 2Y yield 12 bps higher on comments from the newly elected govt...
