par admin | Août 30, 2019 | commentaires, Uncategorized
Market Update Tsys lower, yields 1.5-2.5bps higher, 10Y 1.52% (+2.5bps), avg volume in TY futures (390k). US equity futures rose in Asia with Asian equities, then continued in Europe, despite arrests of several prominent Hong Kong protesters. US July Personal...
par admin | Août 29, 2019 | commentaires, Uncategorized
Market Update US tsys slightly lower on avg volume in TY futures (345k), 10Y 1.50% (+1.5bps). ‘Risk on’ trade as China announced China will not retaliate against the latest round of US tariffs, S&P futures +28, Chinese yuan stronger (+0.3%) . Highlights include US...
par admin | Août 28, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 1-4bps lower led by the long end, 2s10s 5bps inverted, 10Y 1.45%, 30Y 1.904% a record low, reflecting strong demand during the Asian session (MNI). In Europe, UK gilts leading core Europe higher after PM Johnson suspended...
par admin | Août 27, 2019 | commentaires, Uncategorized
Market Update US tsys well bid, off the highs of the session on heavy volume (>1mln TY1) with the 10Y 1.51(-2.5bps), S&P futures +5, crude +1.0%. Treasury auctions resume this week with $40bln 2Y today, followed by $41bln 5Y Wed & $32bln 7Y Thurs. WI...
par admin | Août 26, 2019 | commentaires, Uncategorized
Market Update US tsys higher in active session with the 10Y 1.52% (-2bps), heavy volume in TY futures (915k or 3x avg). Tsy yields off best levels reached during the Asian session on optimism for a trade deal after Trump said ‘China called’ and wants to return to the...
par admin | Août 23, 2019 | commentaires, Uncategorized
Market Update US tsys reversing course, rising sharply on news China will impose retaliatory tariffs on $75bln of US goods, 25% tariffs on autos from Dec 15th, US 10Y 1.61%. Fed Bullard sounding dovish, noting the inverted yield curve signals the Fed should be...
