par admin | Déc 2, 2015 | commentaires
Market update US tsys opening lower, US 10Y 2.17 (+3.7bps), curve 1bp steeper after stronger ADP & Q3 Productivity. Fed chair Yellen to testify before congress later this morn. Odds of a rate hike have risen to 72% for next week’s FOMC meeting from ~65% prior to...
par admin | Déc 1, 2015 | commentaires
Market update US tsys opening lower, US 10Y 2.27 (+2bps), well off the lows of the session as US stock futs turn lower. Euro stocks mixed – DAX lower on 3.8% decline in materials, FTSE up 0.58% on solid results from stress tests. German 10Y bunds lower above 0.505 on...
par admin | Nov 30, 2015 | commentaires
Market update US tsys opening lower, curve flatter, US 10Y 2.235 (+1.4bps). Euro stocks at three month highs, Euro at lows since April, Core European bonds higher. German retail sales weaker than exp but CPI surprised to the upside. Event risk this week with Fed...
par admin | Nov 27, 2015 | commentaires
Market update US tsys opening higher, curve 1bp flatter, US 10Y 2.203 (-3bps). US stock futures slightly lower, USD index higher, crude ~2.0% lower close to $42 support as China stocks fell 5.5% o/n amid brokerage investigation. US tsys lagging 10Y bunds ~6bps on the...
par admin | Nov 26, 2015 | commentaires
Market update With the US closed, GOCs are higher & flatter, taking the lead from core Euro bonds which are seeing flatter curves for a fourth day led by 10Y gilts which are ~3bps lower @1.85% the lowest since Oct 28th. Bunds mixed with short end underperforming...
par admin | Nov 25, 2015 | commentaires
Market update US tsys higher after mixed data – stronger claims & durable orders, weaker core PCE – curve ~3bps flatter US 10s 2.227 (-1.2 bps), longs below 3.0% (2.98, -2.3bps). US tsy curve 5/30 2bps flattest since August. Core Euro bonds outperforming on...
