par admin | Avr 9, 2019 | commentaires, Uncategorized
Market Update US tsys slightly higher, yields 0.5bps lower, S&P futures -3.5., crude 64.44 unch after yest 2.0% gain. Muted volume in TY futures (285k) with little in the way of macro drivers. Bunds/gilts recovering form early plunge after news that Merkel...
par admin | Avr 8, 2019 | commentaires, Uncategorized
Market Update US tsy & GOC yields slightly higher, US 10Y 2.50%, low volume in TY futures (278k). Limited move in EGBs, 10Y bund unch 0.001%, UK gilts slightly higher before key EU Brexit summit. Greece outperforming with 10Y Greece/Bund spread at two-month lows....
par admin | Avr 5, 2019 | commentaires, Uncategorized
Market Update US tsys lower ahead of March nonfarm payrolls, US 10Y 2.535% (+2bps). US equity futures slightly higher (S&P +2.75), crude unch at $62, up for a fifth straight week. Median estimate is for 177k increase in payrolls after a 20k rise in Feb, with...
par admin | Mar 28, 2019 | commentaires, Uncategorized
Market Update US tsys trading slightly lower, off the intraday lows on heavy volume in TY futures (500k), little move in equities (S&P fut +2), US 10Y 2.38% (+1bp). US Q4 GDP revised lower to 2.2% from 2.6%, little reaction in tsys so far yet with a full rate cut...
par admin | Mar 27, 2019 | commentaires, Uncategorized
Market Update US tsys higher, yields 3-5bps lower and the tsy curve 2bps steeper, 10Y 2.39% lowest since Dec 2017, S&P futures moving lower since early morning (-3.25). Core EGBs rallying led by 10Y bunds, 10Y bund auction sold at -0.05%, first negative...
par admin | Mar 26, 2019 | commentaires, Uncategorized
Market Update US tsys trading lower reversing yesterday’s gains, 10Y 2.44% (+4bps) with the long end outperforming. equity futures higher (S&P +14.75, Nasdaq +41). Housing Starts fell the most in eight months in Feb -8.7% vs -1.6% exp . The US auctions $40bln in...