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...
par admin | Nov 24, 2015 | commentaires
Market update US tsys higher after Q3 GDP came in as exp (2.1%), curve sharply steeper as 2s outperform and prior to this aft $35bln 5Y note & $13bln 2Y FRN auctions. Since the last 5Y auction the 5/30 curve has narrowed ~6bps while 2s/5s is barely 2bps flatter so...
par admin | Nov 23, 2015 | commentaires
Market update US tsys weaker curve flatter led by 5Y, US 10Y 2.30 (+3.4bps), 2Y @0.946 – a high since April 2010. Core euro bonds weaker led by 10Y bunds (+6.5bps) @ 0.54% pressured by stronger PMIs (See above) & supply. Belgium sold 10Y &12Y debt while...
par admin | Nov 20, 2015 | commentaires
Market update US tsys little changed, US 10Y 2.25%, curve ~1bp flatter, 30Y bond just above 2.0%. Bunds rallying on dovish Draghi comments (see above). GOCs unch, 1bp wider vs tsys after weaker Sep retail sales, higher than exp core CPI. Provi spds opening tighter,...
par admin | Nov 19, 2015 | commentaires
Market update US tsys trading higher, US 10Y 2.257 (-1.7bps), curve 4bps flatter after FOMC minutes yest raised expectation for Dec rate hike. Core Euro bonds higher led by 10Y gilts (-2.5bps) after weaker Oct retail sales. Bund futures up for a ninth day, 10Y bund...
