by admin | Aug 8, 2018 | comments
Market Update Treasuries slightly lower, 10Y 2.977, volume in TY futures ~50% of avg (212k), US equity futures slightly lower little reaction to Trump imposing 25% tariffs on Chinese goods. UK gilts outperforming, curve flatter, decent demand for 10Y gilt auction and...
by admin | Aug 7, 2018 | comments
Market Update Tsys yields 1-2 bps higher on very light volume (223k TY fut), 10Y 2.954 (+1.5bps), S&P futures higher (+5.25) as Chinese stocks rose 1.5% after the S&P rose back to the Jan highs yest. USD index lower, USD/JPY at one-week lows as BOJ is...
by admin | Aug 6, 2018 | comments
Market Update Tsys trading slightly lower on a tight range and low volume, curves slightly steeper; The calendar is light this week following last weeks Fed, BoJ, and BoE meetings. US Treasuries are trading mixed in what has been a rather subdued trading session with...
by admin | Aug 3, 2018 | comments
Market Update Tsys trading steady/mixed ahead July jobs report (+190k est), rate futures loosely mirroring swings in US$ overnight (latest drop as PBOC changes policy on FX reserve requirements for FX forwards from 0.0 to 0.2%, effective Aug 6). Moderate volume on...
by admin | Aug 1, 2018 | comments
Market Update Stronger than expected ADP leads to Tsy trading lower, moderate volume, curves steepening, reversing Tuesdays bull flattening; dealers see lighter buying from overseas accounts as weakness; Tsy ylds higher 10Y 99-01.5 (2.986%) vs. 99-08 (2.962%) late...
