par admin | Déc 5, 2019 | commentaires, Uncategorized
Market Update US tsys trading weaker on avg volume (375k TY fut), 10Y 1.78%, US equity futures extending gains since early NA trading, S&P +10, Nasdaq +34. Crude higher for a 4th day, OPEC discussing extending cuts of 1.2mln bbls/day by more than 400k...
par admin | Déc 4, 2019 | commentaires, Uncategorized
Market Update US tsys trading weaker but off the lows after weak ADP (67k vs 135k), US 10Y 1.74% (+2.5bps), heavy volume in TY futures (855k), S&P futures +14, crude +2% 57.20. US & China have moved closer to phase 1 trade deal according to BN, despite...
par admin | Déc 3, 2019 | commentaires, Uncategorized
Market Update US tsys rallying since mid-morning, 10Y 1.785% (-3.5bps), heavy volume in TY futures (600k). Tsy prices were drifting lower until Trump comments ~5:00ET that the China deal might have to wait until after the 2020 presidential election. Stock...
par admin | Déc 2, 2019 | commentaires, Uncategorized
Market Update US tsys sharply lower, heavy volume in TY futures (685k), 10Y 1.835% (+6bps), the selloff concentrated at the longer end of the curve with 2s30s 5bps wider. Better than expected China PMIs seen driving weakness in tsys and EGBs – China Manufacturing PMI...
par admin | Nov 29, 2019 | commentaires, Uncategorized
Market Update US tsy yields slightly higher, 10Y 1.77%, heavier volume in TY futures due to ongoing roll (485k), S&P futures -6.0. Bunds/gilts higher, gilts rallying with the long end outperforming curve 3bps flatter. GOCs outperforming US by 1-2bps before...