par admin | Fév 3, 2016 | commentaires
Market update US tsys are lower, US 10Y 1.89 (+3bps), curve unch after ADP came in above exp (205k vs 195k) despite another weak Asian equity session . ADP may have been overstated according to SMRA as it included ‘real activity measures that improved as well as a...
par admin | Fév 2, 2016 | commentaires
Market update US tsys are higher, curve flatter as crude continues to decline for a second day, European stocks weaken, US 10Y 1.925 (-2.3bps). Core Euro bonds higher, German 10Y bund yield 3 bps lower @0.32% & curve 2bps flatter despite German unemployment...
par admin | Fév 1, 2016 | commentaires
Market update US tsys opening slightly lower, curve flatter, US 10Y 1.931 (+1bp), so far only small reaction to weaker US Dec PCE deflator. Core Euro bonds lower, German 10Y bunds lower ~2bps higher @0.343, after initially rallying on weaker China PMI, giving up gains...
par admin | Jan 29, 2016 | commentaires
Market update US tsys sharply higher, curve ~1bp flatter, US 10Y 1.92% ( -7bps) on surprise move by BOJ , thou some pullback post Q4 GDP, ECI as PCE better than exp (2.2 vs 1.8). BOJ announced negative rates, cutting rates on reserves by 20bps to -0.10% – this...
par admin | Jan 28, 2016 | commentaires
Market update US tsys yields ~1bp higher led by 5s for a second day with the curve ~0.5bps steeper out to 10yrs, longs outperforming. Core Euro bonds higher, 10Y bunds -4bps @ 0.48% new low as EU stocks hit hard -1.6% led by financials – Italian banks in focus after...
par admin | Jan 27, 2016 | commentaires
Market update US tsys opening lower led by the 5Y (+2.3bps @ 1.45%) with the 10Y 2.01 (+1.9bps)- narrow o/n range with prices breaking lower in the last hr as European equities , crude rebound from losses. FOMC this aft, no change expected yet stmt should reflect...
