par admin | Déc 15, 2017 | commentaires, Uncategorized
Market Update Tsys slightly lower on very light flows o/n (211k TY), 10Y 2.355%. Tsys lagging the rally in EGBs, led again by UK gilts with the gilt curve another 2bps flatter, UK 5/30 near the lows since Aug 2016, 10Y @ 1.15 the lowest since Sep 13th. Progress on...
par admin | Déc 14, 2017 | commentaires, Uncategorized
Market Update Tsys weaker, yields 2-3bps higher, 10Y 2.37% (+2.8bps) – , yield curve slightly flatter, little reaction to stronger Nov retail sales (0.8% vs 0.3%). In Europe UK gilts outperforming, gilt/bund spread at a three-month low 87 bps – the March gilt...
par admin | Déc 13, 2017 | commentaires, Uncategorized
Market Update Tsys weakening before CPI , lows of overnight range, yields 1.2-2bps higher, 10Y 2.42 (+2bps). Brief bid on democrat win in Alabama senate race evaporated the rest of the session. CPI coming up and FOMC meeting later this aft with the Fed expected to...
par admin | Déc 12, 2017 | commentaires, Uncategorized
Market Update Tsys trading slightly weaker, yields ~0.5-1bp higher US 10Y 2.38%, light volume in TY futures (~250k). Thirty year auction in the US, FOMC decision tommorow aft. Core Euro govts lower on stronger UK inflation data after CPI rose to the highest level in...
par admin | Déc 11, 2017 | commentaires, Uncategorized
Market Update Tsys slight bid in wake of NY subway explosion, TY futures making new highs ~7:45am , equities briefly fell into the red now are positive with S&P futures +1.00, 10Y tsy 2.355% (-2bps). Tsys bid in Asia & Europe led by long end, strong rally in...
