par admin | Août 28, 2018 | commentaires, Uncategorized
Market Update US tsys moving lower, 10Y 2.86 (+1.5bps), curve steepening, heavy volume in TY futures on roll (960k), weaker after stronger Wholesale inventories/Trade Balance data. ‘Risk on’ as the Turkish Lira pares losses, USD weakening, US equity futures higher,...
par admin | Août 24, 2018 | commentaires, Uncategorized
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...
par admin | Août 23, 2018 | commentaires, Uncategorized
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...
par admin | Août 22, 2018 | commentaires, Uncategorized
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...
par admin | Août 21, 2018 | commentaires, Uncategorized
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...