par admin | Mai 4, 2016 | commentaires
Market update US tsys slightly higher after ADP came in at 156k vs 195k exp vs, US 10Y 1.80%, curve slightly flatter, on avg volume in TY futures (276K). Crude below $44, European equities lower for a fourth day, USD higher for a second day after a couple of Fed...
par admin | Mai 3, 2016 | commentaires
Market update US tsys sharply higher led by the 5 & 7Y, with the US 10Y 1.816 (-5.7bps) on strong volume with 380K. Tsys bid thru the o/n session on lower equities &oil as well as a surprise rate cut from the RBA. China April Manuf PMI fell to 49.4, the 14th...
par admin | Mai 2, 2016 | commentaires
Market update US tsys opening higher, curve flatter on very low volume, US 10Y 1/815 (-1.3bps). Nikkei down another 3.1%, JGB yields fell 4bps to-0.13%, while the Yen rose to the highest since Oct 14. Japan mfg PMI came in at 48.2 in April, new orders lower for the...
par admin | Avr 29, 2016 | commentaires
Market update US tsys opening weaker, curve 2bps steeper, US 10Y 1.864 (+4bps) after core PCE came in as exp for March, EI @ 0.6% also as exp. Tsys lower overnite despite weaker stocks as commodities rose – gold up for a fifth day on huge stop loss buying fueled in...
par admin | Avr 28, 2016 | commentaires
Market update US tsys moving lower after Q1 GDP came in lower than exp, but core PCE stronger – US 10Y 1.86 after reaching a low 1.815 in Europe. Tsys rallying overnite in follow thru to post FOMC move yest, heavy volume in TY futs (438K). Big move in JPY/USD after...
par admin | Avr 27, 2016 | commentaires
Market update US tsys higher, curve steeper, US 10Y 1.92 (-1.5bps) on avg volume in TY futures. Big story overnite was huge miss in Aussie CPI with the headline down 0.2% vs 0.2% exp and the y/y rate falling to 1.3% from 1.7% yet most of the decline was attributed to...
