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...
par admin | Sep 9, 2015 | commentaires
Market update US tsys lower & curve steeper on risk on rally as Nikkei surged 7.7% o/n (see above), US 10Y 2.22 (+4bps). Core EU bonds outperforming led by 10Y bunds- bund/tsy spd at three week wides. US auctions $21bln in new 10Y notes at 1:00EST with yields...
par admin | Sep 8, 2015 | commentaires
Market update US tsys opening lower, curve steeper with the US 10Y 2.164 (+3.7bps)on ‘risk on’ after China stocks rallied 3.0% despite poor export figures. European equities are higher, USD lower , gold higher and crude lower. Also weighing on tsys – a wave of...
par admin | Sep 3, 2015 | commentaires
Market update US Tsys rising with EGBs after Draghi increases QE buying cap, revises down GDP/inflation Eurozone forecast data, US 10Y 2.157 (-2.7bps). Tsys basically unch o/n with little reaction to uptick in claims, lower trade deficit .In Canada, GOCs are higher...
par admin | Sep 2, 2015 | commentaires
Market update US Tsys slightly higher, curve flatter with little reaction to small miss in ADP (190k vs 200k), US 10Y 2.165 (+1bp). Tsy futures range bound overnight, underperforming core EU bonds as 10Y gilts, bunds ~1bp lower. Aussie govt bonds sharply lower despite...
par admin | Sep 1, 2015 | commentaires
Market update US Tsys higher, curve flatter, US 10Y 2.17 (-5bps) on weak China data (See above), lower global equities. Crude oil ~3% lower @ 47.60, still only retracing a fraction of yest $6 rally on talk Saudi weighing production cuts. Latest JPM Tsy Client Survey...
