by admin | Mar 29, 2018 | comments
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,...
by admin | Mar 28, 2018 | comments
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...
by admin | Mar 27, 2018 | comments
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...
by admin | Mar 26, 2018 | comments
Market Update US tsys lower, yields ~3-4bps higher with the 10Y 2.85% on above avg volume in TY futures (365k) as S&P futures are rebounding , up 37pts (1.4%) on news China will look to avert a trade war with the US, both countries have been negotiating to...
by admin | Mar 23, 2018 | comments
Market Update Tsys lower , US 10Y 2.835 (+1bp) , on heavy volume in TY futures (575k), with the USDJPY lower for a third day, the yen reaching the highest level since before the US election, concerns over potential trade war as China announced $3bln in retaliatory...
