19/03/2018

Market Update US tsys weaker, yields 2-3bps higher with the 10Y 2.87 (+2.6bps), weighed by weakness in German bunds & UK gilts, with European stocks -0.60% and S&P futures -13.75. Euro spiking to 1.2315, bund yields +3bps  on Reuters story that several ECB...

16/03/2018

Market Update Tsys mixed, slightly higher in the short end, with the 10Y 1bp lower @ 2.82%, on very light volume in TY (~200k). Data calendar is second tier – Feb Housing Starts &  Ind Prod as well as March Univ of Michigan Sentiment. EGBs higher in line with...

15/03/2018

Market Update US tsys lower & flatter, the 10Y 2.82%, narrow o/n range in TY futures on above avg volume (395k) –  prices moving lower after 8:30 data – claims lower and import prices up for the 7th month in a row, 0.4% in Feb vs 0.2% exp. The 10Y almost back to...

14/03/2018

Market Update US tsys slightly lower before PPI, Retail Sales , 10Y 2.852(+1bp), avg volume in TY futures (278k), curve  bps flatter as the 2Y is 2bps higher @ 2.27%, longs outperforming. USD index slightly higher, off the lows , S&P futures +6.0.  Slight losses...

13/03/2018

Market Update US tsys trading slightly higher, curve steeper, 10Y 2.865% on light volume in TY futures (209k). Quiet ahead of CPI at 8:30 and $13bln 30Y bond auction this aft.  USD index firmer, S&P futures +5, crude unch 61.30. EGBs higher as well, gilt curve...