par admin | Août 17, 2015 | commentaires
Market update US tsys marching higher on weaker NY Empire survey, curve flatter US 10Y 2.165 (-4bps), with focus on commodities as crude trades at new low below 42. Core EU bonds higher led by 10Y gilts (-4bps). Comments on Greek bail-in debt also supporting tsys,...
par admin | Août 13, 2015 | commentaires
Market update US tsys opening lower after in line Retail Sales & overnite ‘risk on’ session, US 10Y 2.18 (+3.0bps). PBOC tried to calm nerves over Yuan devaluation, saying China has ample reserves, strong economy . US auctions $16bln in 30Y bonds at 1:00EST after...
par admin | Août 12, 2015 | commentaires
Market update US tsys opening higher, US 10Y 1.84 (-5.3bps) after second Yuan devaluation in as many days. Volume in tsy futures o/n said to be very high according to MNI. Tsys off the o/n highs on reports China bought its currency in an effort to stem the decline....
par admin | Août 5, 2015 | commentaires
Market update US Tsy lower/ curve steeper after brief jump on weaker ADP (185 vs 215) as stock futures rise on no go Fed. Fed Powell had said there was no decision on Sep rate hike and that this Friday’s jobs report is key. Fed fund futures pricing in ~50% odds of...
par admin | Août 4, 2015 | commentaires
Market update US tsys on the defensive this morn after yields reached two month lows yest after weak ISM (priced paid 44 vs 49 exp). 10Y 2bps higher @ 2.17, curve ~1bp steeper. WTI is ~1.6% higher after falling 4% yest, other metals higher as well. Core Euro bonds...
par admin | Juil 29, 2015 | commentaires
Market update US tsys trading lower 10Y 2.275 (+2.5bps), focus on FOMC meeting later this aft. Tsys fell o/n with core Euro bonds on recovery in risk assets as China stocks rose 3.0%. Bunds, gilts lower even as Greece 10Y ~43bps higher as Tsipras warns of snap...
