par admin | Nov 18, 2015 | commentaires
Market update US sys moving lower after Fed Lockhart comments that it may be appropriate to start ‘new policy phase’ thou ‘hike pace might be somewhat slow’.. Tsy yields 2-3 bps higher across the curve, US 10Y 2.29 (+2bps) extending underperformance vs UK gilts,...
par admin | Nov 17, 2015 | commentaires
Market update US tsys moving lower after higher core Oct CPI, US 10 curve flatter, US 10Y 2.28 (+1.4bps),tsy 10Y futures in narrow o/n range before CPI, Industrial Production. Euro stocks up a second day, France +2.5%, Greece +3.0% with Greek 10Y -18bps on news of...
par admin | Nov 16, 2015 | commentaires
Market update US tsys trading higher, flatter after weaker than exp NY Empire index. USD higher, crude higher, Euro stocks maintaining gains, after dropping initially in response to Paris attacks. Nikkei lower on Japan recession news. Core Euro bonds higher led by 10Y...
par admin | Nov 13, 2015 | commentaires
Market update US tsys trading higher, curve steeper, US 10Y 2.29 ( -2.1bps), bouncing after weaker PPI, retail sales – with Univ of Michigan sent expected at 10:00. Core Euro bonds higher, bund/gilt spd ~3bps wider on weaker Euro GDP. GOCs higher, underpinned by...
par admin | Nov 12, 2015 | commentaires
Market update US tsys trading slightly lower after claims came in as exp, curve unch, US 10Y 2.333 (+0.4bps). Euro stocks extending o/n weakness on lower earnings from Rolls Royce which is off 21%. Core Euro bonds mixed with German bunds lower, gilts higher despite...
par admin | Nov 10, 2015 | commentaires
Market update US tsys trading higher, yet well off earlier highs which saw the 10Y yield fall to 2.315, now 2.33 (-1bp) with the curve ~2bps steeper. Big new o/n was China inflation nos (see above) coming in below exp (CPI 1.3 vs 1.5). Core Euro bonds higher, with 10Y...
