par admin | Déc 7, 2018 | commentaires, Uncategorized
Market Update US tsys mixed, short end slightly lower, long end higher before payrolls, 10Y 2.90% (unch), close to the lows of August having rallied 10bps this week alone. Nov Payrolls expected at 198k with the unemployment rate unch at 3.7% and AHE 3.1%. Equity...
par admin | Déc 6, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields 2-3bps lower across the curve, on heavy volume in TY futures (645k), equity futures sharply lower : S&P -38 (-1.4%), Nasdaq -116 (-1.7%). Risk off tone on renewed tensions between the US & China after Huwai’s CFO...
par admin | Déc 5, 2018 | commentaires, Uncategorized
Market Update Cdn govt bond yields slightly higher, with the US mkt closed for the day, GOCs taking their cue from weakness in core EGBs. Equity futures higher , S&P +16, while European stocks off the lows, the Euro Stoxx -0.70%. UK gilts sharply lower, yields...
par admin | Déc 4, 2018 | commentaires, Uncategorized
Market Update US tsys mixed, short end yields slightly higher, 30Y 2bps lower in continuation of flattening move with 2s10s ~14bps the narrowest since July 2007, with inversion at the short end (2s5s, 3s5s). GOC curve also flattening led by longs – large relative move...
par admin | Déc 3, 2018 | commentaires, Uncategorized
Market Update US tsys trading weaker, ‘risk-on’ after Trump decision to delay tariffs on China , China move to reduce US auto tariffs, yields 4-5bps higher across the curve, 10Y 3.04% (+5bps). US equity futures surging after deal – S&P +41 (+1.4%), Nasdaq + 155...
par admin | Nov 30, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, flatter with the 10Y 3.01% (-1.8bps), TY futures 5 ticks higher @ 119-15 on light volume (281k), current contract is Mar19. Highlights for the day include Chicago PMI, Fed Williams and any news from G20 meeting. Core EGBs higher,...
