by admin | Mar 22, 2018 | comments
Market Update Tsys trading higher on strong volume (485k TY futures), US 10Y 2.852% (-3bps), rising in Asia in follow thru to yest psot FOMC rally, and recently with UK gilts after BOE voted to leave rates unch by 7-2 vote. Risk off tone with European stocks -1.3%,...
by admin | Mar 21, 2018 | comments
Market Update Tsys trading slightly weaker, 10Y back above 2.90% , above avg volume in TY futures(~270k), curve 0.5bps flatter ahead of FOMC , 3M libor set higher for 31st day +2.3bps to 2.711%. European bonds lower, gilt yields 4-7bps higher after solid UK...
by admin | Mar 20, 2018 | comments
Market Update Tsys trade weaker, near overnight lows on avg volume in TY futures (240k), 10Y 2.87 (+1bp). USD recovering from earlier slide vs yen on BOJ deputy comments that they could adjust rates before inflation hit 2%, reports Trump to announce $60bln of import...
by admin | Mar 19, 2018 | comments
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...
by admin | Mar 16, 2018 | comments
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...
