par admin | Sep 28, 2018 | commentaires, Uncategorized
Market Update Tsys rallying, 10Y 3.03% (-2bps) along with core EGBs on ‘risk off’ after Italy set its budget deficit target at 2.4% of GDP vs 2.0% exp. Italian bond yields are 30-40bps higher, 5Y BTP/bund spd 45bps wider @240bps, ~40bps high of the highs reached in...
par admin | Sep 27, 2018 | commentaires, Uncategorized
Market Update US tsys slightly higher, at lows of o/n range after having given up gains from Europe, 10Y 3.05%, off the lows after in line Q2 GDP and stronger August Durable Goods, thou Durable Goods ex transport weaker (0.1% vs 0.4%. Tsys rose with bunds/gilts on...
par admin | Sep 26, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields 0.5-1.5bps lower, 10Y below 3.10% (3.08 -1.5bps), curve flatter, moderate volume in TY futures before FOMC decision this afternoon. Core EGBs higher led by gilts rallying on Brexit uncertainty, JPM recommendation to buy 10Y gilts,...
par admin | Sep 25, 2018 | commentaires, Uncategorized
Market Update US tsys weaker, off the lows, with the 10Y 3.10% (+1bp), 10s&30s near the four-year high level reached in May (3.11 & 3.25), on heavier than avg volume in TY futures (435k). ‘Risk on’ tone overnight with Euro equities higher led by energy and...
par admin | Sep 14, 2018 | commentaires, Uncategorized
Market Update US tsys paring losses after weaker Aug Retail Sales (0.1% vs 0.4%), 10Y 2.985 (+1.5bps), highest since Aug 2nd on avg overnight volume in TY futures (330k). USD index bouncing off the lows after falling to a two week low. Core Euro bonds lower,...
