by admin | Jan 23, 2018 | comments
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...
by admin | Jan 22, 2018 | comments
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...
by admin | Jan 19, 2018 | comments
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...
by admin | Jan 18, 2018 | comments
Market Update Tsys trading weaker, close to overnight lows, with the 10Y above 2.60% since March, now 2.61 (+2bps), heavy volume in TY futures (580k), stops triggered in futures, convexity holding on break above 2.60% (MNI). Core Euro bonds also lower, thou 10Y bund...
by admin | Jan 17, 2018 | comments
Market Update Tsys weaker, yields up 1-2 bps with the long end outperforming, 10Y 2.557% (+2bps), equities slightly lower in Europe while S&P futures are +9.75 while the USD index is higher after falling to a three year low yesterday – dovish comments from...
