par admin | Mar 2, 2018 | commentaires, Uncategorized
Market Update Tsys trading mixed, slightly higher in the short end on strong volume in TY futures (520k), 10Y 2.81% (unch). Light data calendar with only Univ of Michigan Sentiment, so focus will remain on equities which are looking weaker with the Euro stoxx -1.9%,...
par admin | Mar 1, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, 10Y 2.83 (-3bps), ‘risk off’ rally with European equities down 1.0%, US equity futures also lower (S&P -7.5), the USD index higher for a 3rd day , the euro below 1.22 the lowest since Jan 12th. Fed chair Powell’s second day of...
par admin | Fév 28, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, 10Y 2.88 (-1bp) – no reaction to Q4 GDP revision (2.5% vs 2.6% initial reading). Tsy prices supported by sharp rise in UK gilts after the release of the latest EU Brexit proposal – gilt yields 3-4bps lower. Big slide in Asian...
par admin | Fév 27, 2018 | commentaires, Uncategorized
Market Update Tsys weakening after the text of Fed chair Powell testimony released – says gradual rate rises are needed, outlook remains strong, curve steeper, 10Y 2.88% 9+1.7bps). Focus now on Powell testimony at 10:00, Durable Goods weaker than exp, -3.7% vs -2.0%...
par admin | Fév 26, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields 1-3 bps lower led by the 7Y, with the 10Y another 2bps lower @ 2.84%, after declining 5bps Friday. Core EGBs lagging the rally in tsys, bunds giving back some of outperformance which left the 10Y bund/tsy spd at 1yr wides....
