24/08/2018

Market Update Tsys trading close to unch, in narrow overnite range, 10Y 2.83%, on above avg volume (~390k TY futures), thou the Sep/Dec roll accounting for much of the vol.  Core EGBs weaker, with Italian BTPs weaker despite news Trump offered to buy Italian bonds...

23/08/2018

Market Update Tsys trading unch to slightly lower at the front end, 10Y 2.82%, narrow range in TY futures o/n on abpve avg volume (385k). Second tier data today: claims and FHFA home price. Focus on Jackson Hole  and Fed chair Powell testimony Friday morning. Core...

22/08/2018

Market Update Tsys trading slightly higher, 10Y 2.823 (-0.7bps), on above avg volume in TY futures (500k). So far only modest ‘risk off’ tone following Tuesday’s political news (Manafort conviction, Cohen plea), S&P futures -4.25 after the S&P set record high...

21/08/2018

Market Update Tsys trading weaker, 10Y 2.84 (+2bps), heavy volume in TY futures(430k). Risk on with S&P futures on the verge of reaching above the highs of August, while in Europe peripheral spds narrow vs bunds. DXY index lower extending yesterday’s decline on...

20/08/2018

Market Update: US tsys moving higher in recent trade 10Y below 2.84%(-2bps), light volume in TY futures, light data today with FOMC minutes on Wed along with Fed Jackson Hole Symposium. Stocks higher, S&P fur +5, Nasdaq +18, crude slightly lower 65.75. Core EGBs...