04/05/2017

Market Update Tsys lower after claims & Q1 prod. Data , after a risk on overnite session. US 10Y 2.352% (+3bps), Euro equities at new highs up 0.80%, S&P futures +5.5. Stocks buoyed by polls showing Macron won TV debate ahead of Sunday’s run-off EGBs pressured...

03/05/2017

Market Update Tsys trading lower, US 10Y ~1bp higher 2.29% after 4bp rally yest, little reaction to slight beat on ADP +177 vs 175K exp with a small revision to March, FOMC decision later this afternoon, mkt will look for more info on balance sheet and inflation...

02/05/2017

Market Update US tsys lower, yields 1.5bps higher led by the 10Y at 2.332% (1.6bps), volumes in TY fuutres closer to avg (236k) as Europe/Asia back from vac.  Equities lower( emini -1.25), crude higher (49.30 + 0.30), USD up vs Yen for 4th day. Latest JPM Client...

01/05/2017

Market Update US tsys lower, yields 0.5bps higher thru the curve on very light volume in TY futures – 134k less than half avg as Europe is closed, much of Asia as well.  Little reaction to weaker than exp March Personal Income/spending data – PCE deflator 1.8% vs 1.9%...

28/04/2017

Market Update US tsys moving lower despite a big miss on  Q1 GDP (0.7% vs 1% exp) thou GDP prices came in stronger 2.3% vs 2.0 exp) 10Y 2.327%% (+3bps). Core Euro bonds sharply lower with the 10Y bund 5bps higher @ 0.343% and the 10Y bund/tsy spd close to three month...

27/04/2017

Market Update US tsys moving to the lows of the o/n session, US 10Y 2.313% (+1bp). ECB left rates unch as exp, Draghi press conference coming up. German bunds slightly higher, 10Y bund spiked to day high after the decision, no reaction in tsys, as a result the 10Y...