par admin | Oct 6, 2015 | commentaires
Market update US tsys slightly higher in NY open, 10Y 2.045 (-1.1bps) with short end unch. Euro stocks higher a second day, USD The US auctions $24bln in 3Y notes at 1:00Pm with the WI 0.895%. Last month’s 3Y cleared @ 1.056% so yields are ~16bps lower close to the 6...
par admin | Oct 5, 2015 | commentaires
Market update US tsys lower, curve steeper , US 10Y 2.025 (+3bps) as equities are higher while the tsy mkt continues to price out rate hikes this year. Odds of a 25bp hike at the Mar 16 meeting have been pared back to ~50% from 66% on Thursday pre nonfarm. Fed...
par admin | Oct 2, 2015 | commentaires
Market update US tsys sharply higher, curve 5bps steeper, US 10Y below 1.95% (-9bps) with Fed fund futures pushing out the first rate hike to March 16 at the earliest. Payrolls were weak all around, except for the unemployment rate which was unch at 5.1%. Payrolls...
par admin | Sep 30, 2015 | commentaires
Market update US tsys slightly higher, rebounding sharply in NY trading with the 10Y 2.03% (-1bp) and the curve 1bp flatter. Buying in tsys spurred by higher initial claims, thou tsys were already in rally mode with German 10Y bunds as the 10Y bund future triggered...
par admin | Sep 28, 2015 | commentaires
Market update US tsys trading higher yet well off earlier highs, US 10Y 2.144 (-2bps). Personal income , PCE came in as exp for August. Equities weaker on story ECB will no longer buy VW backed auto loans and Glencore shares continue to collapse. NY Fed Dudley saying...
par admin | Sep 25, 2015 | commentaires
Market update US Tsys are lower/steeper, Tsy futures underperform on above avg volume. Risk off, global stocks better (save China CSI 300 and Mexico), EGBs lower, Bunds lower/steeper, US Swap and US MBS spds tighter, USD higher vs ccy majors. Big news was...
