by admin | Feb 26, 2018 | comments
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....
by admin | Feb 23, 2018 | comments
Market Update Tsys trading higher, 10Y below 2.90% @ 2.88 (4bps), following move in bunds after weaker German GDP. Also supporting bunds is the widening in peripherals, particularly Italy , BTP/bund 10Y spd @ 1 mnth wides on pre Italian election jitters. USD index is...
by admin | Feb 22, 2018 | comments
Market Update Tsys trading higher, rebounding from yesterday’s post FOMC minutes sell-off, the 10Y 2.92%(-3bps), on heavy volume in TY futures (~540k). Equities lower in Europe, S&P futures +5.25, crude slightly lower 61.53. Core EGBs mixed – gilts lower, bunds...
by admin | Feb 21, 2018 | comments
Market Update Tsys trading mixed, short end yields higher, yields slightly lower out the curve, 10Y 2.88% (-0.5bps), moderate volume in TY futures (350k), ongoing March/June roll impacting figure, narrow 3 tick range. Equities lower in Europe, Focus today on Jan FOMC...
by admin | Feb 20, 2018 | comments
Market Update Tsys trading weaker, led by the front end as the mkt prepares to digest $151bln in bills and $28bln in 2Y notes being auctioned this aft, 10Y 2.902 (+2.bps), 2Y 2.22% new high & the WI 2Y 2.255% the highest since 2008, 20bps above last month’s...
