by admin | Oct 11, 2018 | comments
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 –...
by admin | Oct 10, 2018 | comments
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...
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...
