by admin | Dec 13, 2019 | comments
Market Update US tsys trading higher, heavy volume in TY futures (975k), with a lot of positions taken post UK election, considering size of Conservative majority came as a surprise. US retail sales weaker than exp, ex- Auto & Gas 0.0% vs 0.4% exp. UK gilts...
by admin | Dec 12, 2019 | comments
Market Update US tsys trading slightly lower, 10Y 1.80% (+0.5bps), avg volume in TY futures (300k) and narrow o/n range. ECB left marginal lending rate at 0.25% as exp, bond buying to continue, Christine Lagarde first press conference at 9:00ET. Core EGBs higher led...
by admin | Dec 11, 2019 | comments
Market Update US tsys trading higher, curve flatter, 10Y 1.83% (-1.5bps), avg volume in TY futures before Nov CPI (0.2%/2.0% y/y exp) and FOMC this afternoon.. Earlier equity weakness has reversed with S&P futures +3.0. EGBs also pulling back after...
by admin | Dec 10, 2019 | comments
Market Update US tsys trading higher, yields 1-2bps lower with the 10Y 1.805% (-1.5bps), avg volume in TY futures (325k), prices moving higher as equities sell off, S&P futures -11.25. Core EGBs lower led by 10Y gilts – UK election in focus with Boris...
by admin | Dec 9, 2019 | comments
Market Update US tsys trading higher as US equity futures are slightly lower, 10Y 1.82% (-1.5bps), low volume in TY futures (245k). Event risk this week includes British election and Dec 15th tariff deadline. Core EGBs also higher in quiet session, German...
