25/01/2018

Market Update Tsys trading higher, avg volume in TY futures (lowest this week ~ 300k), 10Y 2.2.632% (-1.5bps).  Core Euro bonds higher since mid morning, 10Y bund 1.5bps lower, prices bid after ECB left rates unch but stmt dovish in that ECB ready to increase app ‘if...

24/01/2018

  Market Update Tsys trading lower, 10Y above 2.65% (+3.7bps), curve 2bps steeper, above avg volume in TY futures (380k). Tsys pressured by UK gilts after strong UK labor mkt data (102k vs -12k exp) – 10Y gilt above 1.40% for the first time since Feb. USD...

23/01/2018

Market Update Tsys trading higher, TY futures near top of overnight range on relatively strong volume (405k), 10Y 2.622%. Tsys rising in Asia after the BOJ announced unch policy, maintaining stimulus with Kuroda stressing inflation is still far from 2.0% target. Trump...

22/01/2018

Market Update Tsys trading mixed, short end yields slightly higher, 10Y 1bp lower @ 2.65%, longs outperforming with the 30Y -2bps @ 2.916%. Above avg volume in TY futures (>400k). US shutdown likely to delay release of key retail sales, GDP data.  US equity futures...

19/01/2018

Market Update Tsys slightly weaker led by the 10Y rising above 2.63% for the first time since March 14th, curve steeper for a second day after 5bps selloff in longs yesterday.  Fear of a govt shutdown weighing on stocks, giving a boost to tsys which are off the o/n...