par admin | Mai 27, 2019 | commentaires, Uncategorized
Market Update With the US and UK out for holidays, volumes very light in TY futures (~200k). Big move in Greek debt, yields 15-25bps lower to record lows. Snap elections were called after Tsipras’s Syriza party suffered huge losses in the EU Parliamentary...
par admin | Mai 23, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 2.5-3bps lower led by the long end, 10Y 2.355% (-2.5bps), yields across the curve at new lows, heavy volume in TY futures (~540k). The 3M 10Y curve inverted again down -3.67 bps at -2.34%. ‘Risk off’ on trade rhetoric, ...
par admin | Mai 22, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 1-2.5bps lower led by the short end with S&P futures moving deeper into the red (-12) and crude down ~1.0%. The trump administration is considering limits on China’s video surveillance firm Hikvision ability to use US...
par admin | Mai 21, 2019 | commentaires, Uncategorized
Market Update US tsys trading lower, 10Y 2.43% (+1.5bps) , above avg volume in TY futures (425k), US equity futures higher, S&P +13. US/China trade tensions moderated somewhat as the US eases some restrictions on Huawei according to WSJ article. Core EGBs...
par admin | Mai 16, 2019 | commentaires, Uncategorized
Market Update US tsys slightly lower, 10Y 2.38%, tsy curve 2bps flatter, TY futures lower end of overnight range on above avg volume (450k), of note the 3M-10Y curve is inverted -1.8bps. Equity futures slightly higher, (S&P +0.25%) . April Housing starts & May...
par admin | Mai 15, 2019 | commentaires, Uncategorized
Market Update Tsys trading higher with equity futures weakening, US 10Y 2.375% (-3.5bps), five week low on above avg volume in TY futures (437k), the 2Y yield 2.16% lowest since Feb 2018. Data in the US includes April Retail Sales & Empire Man. Overnight...
