18/05/2016

Market update Tsys lower, yields 1bp higher across the cure, US 10Y 1.784%. Core European bonds underperforming led by UK gilts, with 10Y gilt ~3bps on better than expected employment growth, tsys pressured by weaker bunds, gilts in Europe. The tsy cpn curve narrowed...

17/05/2016

Market update US tsys moving higher despite better than exp CPI (0.4% vs 0.3% largest monthly advance since 2013) & housing starts, US 10Y 1.75%.  Core Euro bonds lower on higher stocks and crude – the latter traded near seven month highs on Nigeria/Cdn supply...

16/05/2016

Market update US tsys lower, 10Y 1.722 (+2.3bps) on below avg volume, no reaction to weaker than exp May Empire Man. Crude at six month high above 47.00 (+3.8%) on supply fears and Goldman forecast.  Fed Lacker said there is a good case for raising rates in June in an...

13/05/2016

Market update US tsys higher, yields ~2bps lower, 10Y 1.727 (-2.3bps) on good volume in TY1 futures as European stocks decline, gold higher, USD index new highs, crude 1.1% lower @ 46.20. Tsys rose thru overnite session supported by weak stocks & crude. Asian...

12/05/2016

Market update US tsys lower, curve steeper , 10Y 1.746 (+2.1bps), heavy volume in TY futures (350K). Tsys pressured lower since Europe after the 10Y reached a new low yield 1.715 ~3:00AM. Little reaction to jump in claims, lower import prices. European stocks higher,...

11/05/2016

Market update Tsys little changed in range bound session , avg volume in TY futures (278k), US 10Y 1.77%. The USD is lower for the first time in a week, Euro stoxx are down 1.0%, led by 2.0% decline in banks. Core Euro bonds slightly lower, UK gilts giving up early...