par admin | Déc 19, 2017 | commentaires, Uncategorized
Market Update Tsys weakening in NA trade, 10Y 2.41%, risk on as passage of US tax bill set for a vote in the House at 1:30pm. US Housing starts rose to the highest in a decade in Nov, +3.3% m/m vs -3.1% exp. German bunds, gilts weaker , yields 2-3bps higher,...
par admin | Déc 18, 2017 | commentaires, Uncategorized
Market Update Tsys weaker, yields 1.2-2bps higher with the 10Y 2.373% (+2bps), avg volume in TY futures (205k). Equities stronger with S&P futures +10, crude higher for third day , +0.46% 57.55. Optimism on passage of US tax cut with Senate to vote as early as...
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...