par admin | Avr 4, 2018 | commentaires, Uncategorized
Market Update US tsys/ EGBs trading higher on ‘risk off’ after China announced retaliatory tariffs on $50bln US goods including aircraft & soybeans , US 10Y 2.75%(-3bps), heavy volume in TY futures (550k). The 10Y bund -1bp @ 0.49% low since Jan 9th. S&P...
par admin | Avr 3, 2018 | commentaires, Uncategorized
Market UpdateUS tsys trading lower, US 10Y 2.757 (+2.7bps), reversing most of yest rally which saw the 10Y move below 2.72% as US equities rebound, S&P futures +18, Nasdaq + 60. European equities also reversing losses after reopening from the long weekend, Euro...
par admin | Mar 29, 2018 | commentaires, Uncategorized
Market UpdateUS tsys higher, 10Y 2.765% (-1.5bps), curve flattening to new cycle lows before PCE data, 2s10s below 50bps narrowest since Nov 2007. US equity futures higher, the USD index slightly lower, crude little changed 64.27. Core EGBs showing little direction,...
par admin | Mar 28, 2018 | commentaires, Uncategorized
Market Update US tsys lower after Q4 GDP was revised higher -2.9% vs 2.5%, way off the o/n highs which saw the 10Y dip below 2.75% (low since Feb 6th), now 2.78, tsys rising with gilts & bunds in European trade. S&P futures +7.75, USD index unch, crude...
par admin | Mar 27, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, 10Y 2.835 (-1.8bps) curve slightly flatter, US equity futures pulling back from earlier highs, S&P futures +12.5, Euro Stoxx +1.4%. Short term rates continuing to move higher, US 3M libor 2.302% highest since 2008. The US sells...