27/11/2017

Market Update Tsys trading mixed, curve flatter, US 10Y 2.33% (-1bp), heavy volume in TY futures (>600k) mostly due to roll, equities steady (Euro equities -0.2%, S&P futures -1) Tsy 2s10s curve reaching new lows in front of supply, bear flatteners put on in...

24/11/2017

Market Update US tsys lower , yields 1.5bps-2bps higher with the 10Y 2.335%, weakening along with European bonds on stronger German Nov IFO business sentiment, stronger European equities. Next week looks to be heavy in the US in terms of corporate and tsy issuance:...

23/11/2017

Market Update GOCs trading higher in reaction to much weaker Sep retail sales (0.1% vs 1% exp, core 0.3% vs 1.0% exp) after a quiet overnite session, with the US & Japan mkts closed for holidays.  Euro equities slightly higher, core EGBs mixed –  gilts...

22/11/2017

Market Update US tsys mixed, curve 3bps steeper with the 30Y +2.5bps @2.38, 10Y 2.367 (+1bp), .  Tsys saw mild bid in Asia after Yellen noted there was ‘some hint’ inflation expectations were drifting lower. Prices reverted to o/n lows in Europe with German bunds as...

21/11/2017

Market Update Tsys mixed, long end outperforming, new lows for 2s10s new low 58.73 overnite, 10Y 2.36%. Equities firmer (S&P fut +7.5), gold recovering somewhat after yesterday’s $15 decline, the largest since Sep. Crude reversing earlier gains now flat @ 56.33....