par admin | Mai 18, 2017 | commentaires, Uncategorized
Market Update Tsys higher again this morning on risk-off, volume in TY futures ~3x avg, 750k , US 10Y below 2.20% for the first time in a month, Dow futs -European stocks lower- stoxx -1.0% led by banks -2%. Brazil real fell 5.3% at the open, Brazil stk futures down...
par admin | Mai 17, 2017 | commentaires, Uncategorized
Market Update Tsys higher on heavy volume in TY1 futres (>500k vs 260k), bid again on political news after NYT story on Trump/Comey meeting, US 10Y 2.292 (-3.3bps), curve 1bp flatter with longs lagging by 0.5bp. Dow futures off 93pts, USD index lower for a fifth...
par admin | Mai 16, 2017 | commentaires, Uncategorized
Market Update Tsys rising off the lows after disappointing Apr Housing Starts (-2.6% vs 3.7% exp) rallying o/n on risk-off bid related to latest Trump news on Russia, US 10Y fell to 2.32% before the pullback in Europe, now 2.36% (+1bp). The USD index lower for a third...
par admin | Mai 15, 2017 | commentaires, Uncategorized
Market Update Tsys slightly lower on avg vol in TY1 futs, 10Y 2.333 (+0.7bps), curve steeper with longs underperforming – little reaction to weaker May Empire Man (-1 vs 7.5). Early risk off bid on North Korea missile launch faded, crude sharply higher as OPEC looks...
par admin | Mai 12, 2017 | commentaires, Uncategorized
Market Update Tsys higher after both core Apr CPI and retail sales missed to the downside, US 10Y 2.36. Tsys rose overnite with EGBs. German bunds spiked in early trading on muted volumes as yesterday’s 165.98 high was breached, but prices have almost completely...
par admin | Mai 11, 2017 | commentaires, Uncategorized
Market Update US tsys giving up slight gains on much firmer Apr core PPI – 0.7% vs 0.2% exp , while claims fell to 236k vs 245k and cont claims at a new low 1918k -US 10Y unch @ 2.403%. EGBs lower after US data after rising on dovish BOE Carney testimony. Carney...
