par admin | Fév 15, 2018 | commentaires, Uncategorized
Market Update Tsys trading lower across the curve, off the early Europe lows which saw the 10Y reach above 2.94%, a new 4-year high, on heavy volume in TY futures (>560k). JPY rose to a new 15 mth high as Japanese FM said there was no need to intervene in xcy...
par admin | Fév 14, 2018 | commentaires, Uncategorized
Market Update Tsys higher, near top of o/n range on above avg volume (405k), 10Y 2.82(-1.1bps), curve 0.5bps flatter – key Jan CPI data expected at 8:30 – 0.3% vs 0.1% in Dec with the core forecast to rise 1.7% vs 1.8% in Dec. The release takes on more importance...
par admin | Fév 13, 2018 | commentaires, Uncategorized
Market Update Tsys higher, thou off highs from Asian session as US equity futures pare losses (S&P fut -8.25), 10Y 2.838% (-2bps) and the curve 2s/30s 3bps flatter. The 2Y getting hit after Fed Meister remarked that economic fundamentals are sound and that the...
par admin | Fév 12, 2018 | commentaires, Uncategorized
Market Update Tsys trading weaker, 10Y 2.88% (+3bps) – new four year high thou on low volume with Japan on holiday (320k TY futures). Libor higher across the term structure – 3M @ 1.833% (+1.2bps). Risk on start with S&P futures +28, European equities +1.25%,...
par admin | Fév 9, 2018 | commentaires, Uncategorized
Market Update Tsys mildly higher over since early NA trade reversing declines in Asia, on heavy volume (650K TY1), longs underperforming with the 10Y 2.817 (-0.7). Tsys lagging the strong rally in bunds, gilts. EGBs underpinned by late day selloff in US equities,...
