par admin | Sep 18, 2015 | commentaires
Market update US tsys opening sharply higher, curve flatter after Thurs huge post FOMC rally, US 10Y 2.154 (-3.6bps). Tsys were flat most of the early o/n session but started to take off as overseas stock mkts tumbled, with the DAX at key support. US auctions 10Y TIPs...
par admin | Sep 17, 2015 | commentaires
Market update US tsys slightly higher after housing starts/claims and after a quiet session o/n before FOMC decision, US 10Y 2.284 (-1.3bps).US stock futures lower, core euro bonds mixed – 10Y gilts lower, EU periph spds mixed. There is no real consensus on Fed...
par admin | Sep 16, 2015 | commentaires
Market update US tsys slightly higher after CPI came in as exp, prices unable to rebound despite Tues sharp selloff, US 10Y 2.28 (-0.3bps). Core Euro bonds lower with bunds extending losses after uncovered 20Y bund auction, UK jobs data. 10Y gilt/bund spd ~3bps wider...
par admin | Sep 15, 2015 | commentaires
Market update US tsys higher, curve flatter on light volume, 10Y 2.18%. European equities rebounding from o/n losses, as Chinese stocks fell another 3.5%. Crude is higher, gold slightly lower. JGBs lower as BOJ did not add to stimulus as some had expected, hawkish...
par admin | Sep 11, 2015 | commentaires
Market update US tsys higher, curve flatter with long bonds out performing, US 10Y below 2.2% (2.195 -2.6bps), tsys bid despite stronger PPI (unch vs -0.1% exp, core 0.3% vs 0.1% exp). Light volume o/n in tsy futures with FOMC decision looming next week. Core EU bonds...
par admin | Sep 10, 2015 | commentaires
Market update US tsys slightly higher, US 10Y 2.20%, better bid after 8:30 claims & import price data (import prices lower 12th straight month on y/y basis). Expect less of a concession going into 30Y auction at 1:00PM given solid 10Y yest (10Y reached 2.25% at...
