by admin | Apr 23, 2018 | comments
Market Update Tsys trading weaker, 10Y close to 3.0% for the first time since Jan 2014, currently 2.975% vs 2.995% high, on heavy volume in TY futures (>500k,. ~2x avg daily vol), USD surging higher for a 5th day, DXY highest since March 1st. EGBs lower, weighed by...
by admin | Apr 20, 2018 | comments
Market Update Tsys mixed, curve steeper, narrow range in TY futures , 10Y 2.92% (+1bp), close to one month high yield. UK gilts rallying, yields 3-4 bps lower after BOE Gov Carney dovish comments suggesting rate hike may be put off for now due to recent weak economic...
by admin | Apr 19, 2018 | comments
Market Update Treasury futures trading mostly weaker, following Bunds/Gilts lead to near late overnight lows, Tsy curves bouncing off 10+ year lows; 10YY tapped 2.895%, near Feb 21 4+ year high of 2.950%. US$ index mildly higher after some decent chop overnight (DXY...
by admin | Apr 18, 2018 | comments
Market Update Tsys trading lower, yields 0.5-1bp higher with longs outperforming, avg volume in TY futures (30k), 10Y 2.835 (+0.7bps). Equities firmer (S&P fut +11) – Morgan Stanley +2.0% pre-mkt after Q1 eps beat est ($1.45 vs $1.25), gold higher, crude 1.4%...
by admin | Apr 17, 2018 | comments
Market Update Tsys trading slightly weaker, yields 1bp higher out the curve, short end little changed, 10Y 2.84%, light volume in TY futures (209k). S&P futures +16, strong beat from GS in Q1 – eps $6.95 vs $5.56 est, revenues $10bln vs $8.75bln, 31% surge...
