by admin | Feb 13, 2018 | comments
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...
by admin | Feb 12, 2018 | comments, 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%,...
by admin | Feb 9, 2018 | comments
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,...
by admin | Feb 8, 2018 | comments
Market Update Tsys trading lower, 10Y 2.855 (+2bps) , paring gains with UK hilts after BOE. European equities lower, S&P futures +5, crude extending Wednesday’s losses down 0.53 @ 61.25. Tsys pressured by gilts after BOE MPC decision to leave rates unch thou the...
by admin | Feb 7, 2018 | comments
Market Update Tsys trading higher, yields 1.5-2.5bps lower, 10Y 2.78% (-2bps), S&P futures -10, gold firmer, crude down for a third day 63.20. German bunds lower, trading close to the lows of the session with the 10Y bund 0.72% (+3.5bps) and the tsy/bund spd 6bps...
