par admin | Mar 21, 2016 | commentaires
Market update Tsys opening lower in quiet trading due to Japanese market holiday, US 10Y 1.89 (+1bp). Tsys pressured by higher Euro stocks even as crude is ~1.0% lower at $39.00. Latest CFTC COT report showed specs adding to shorts in the ultralong (new record short),...
par admin | Mar 18, 2016 | commentaires
Market update Tsys opening slightly higher, giving up most of the early gains from the Tokyo session, US 10Y 1.89 (-1bp). Core Euro bonds higher, flatter yey fading as crude (40.88 +1.6%), Euro stocks rise (40.88 +1.6%). The USD index recovering somewhat (0.25%)...
par admin | Mar 17, 2016 | commentaires
Market update Tsys higher, following thru on yest Fed inspired rally, US 10Y 1.88 (-3bps) & cpn curve unch. Prices off the highs after better than exp Phili Fed index (12.4 vs -1.5) marked by improvements in both new orders and shipments. Yest the Fed chose to...
par admin | Mar 16, 2016 | commentaires
Market update Tsys moving lower after core CPI came in stronger for Feb (0.3 vs 0.2), Housing Starts also above exp. Core Euro bonds higher overnite, strong rally in JGBs after BOJ Kuroda told the Japanese parliament that negative rates were possible, backtracking...
par admin | Mar 16, 2016 | commentaires
Market update US tsys trading higher, flatter, US 10Y 1.92 (-4bps) after weaker Feb retail sales/PPI. crude lower (36.47 -1.9%), USD index is higher except against the yen, which rose the most in a week vs the USD (0.84%). The BOJ refrained from additional stimulus...
par admin | Mar 14, 2016 | commentaires
Market update US tsys trading slightly higher at NY open, 10Y edging closer to 2.0% support from Jan 29th @ 1.98 (-1bp). Ten yr futures in narrow 4 tick range on light, way below avg volume (189k). Light calendar today in the US but Tues thru Fri action packed with...
