by admin | Nov 29, 2019 | comments
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...
by admin | Nov 27, 2019 | comments
Market Update US tsys slightly lower, yields 0.5bps higher in 10s, 10Y 1.745%, avg volume in TY futures (390k), S&P futures +3.25, crude unch 58.45. Full data slate in the US before Thanksgiving holiday including Q3 GDP, claims and durable goods at 8:30ET....
by admin | Nov 26, 2019 | comments
Market Update US tsys extending highs after more China headlines – ‘sticking points remain’ and rise in Oct retail inventories (0.3% vs 0.1%) 10Y 1.735% (-2bps), S&P futures unch. Gilts sharply higher, 10Y gilt 6bps lower @0.63% lowest since Nov1 despite lower...
by admin | Nov 25, 2019 | comments
Market Update US tsys trading lower, yields 0.5-1.5bp higher led by the 7Y , with the 10Y 1.785 (+1.5bps), heavier volume in TY futures inflated by Dec/Mar roll. Equity futures higher, S&P +7.25, crude slightly higher 57.88 close to top of three month range....
by admin | Nov 22, 2019 | comments
Market Update US tsys higher, yields 1-2.5bps lower with the 10Y 1.75% (-2.5bps), tsy curve 1bp flatter on heavier volume due to the Dec/Mar roll, prices buoyed by rally in core EGBs on weak data. UK PMI data missed (48.6 vs 50.1), gilts bull flattening with yields...
