par admin | Oct 25, 2018 | commentaires, Uncategorized
Market Update US tsys trading lower, 10Y 3.125% (3.5bps), heavy volume (600k) TY futures, tracking equities as the latter rebounds from yesterday’s steep losses (S&P erasing gains for the yr). S&P futures +21.5, Nasdaq +93 (+1.4%). Core Euro bonds little...
par admin | Oct 24, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields ~2bps lower across the curve, 10Y 3.147%, heavy volume in TY futures (720k). Prices off the highs after 15k block trade in TY futures @6:50am. Equity futures slightly lower, well off mid morning lows (S&P -2.25 from -25). US...
par admin | Oct 23, 2018 | commentaires, Uncategorized
Market Update US tsy yields 3-5bps lower in strong ‘risk off’ rally, with the US 10Y 3.145% (-5.5bps), heavy volume in TY futures more than 2x avg (752k). Huge declines in global equities overnight – Hang Send -3%, CSI 300 -2.66%. US equity futures extending losses...
par admin | Oct 22, 2018 | commentaires, Uncategorized
Market Update US tsys slightly higher, upper-end of narrow range in TY futures on heavy volume (430k), US 10Y 3.19%. ‘Risk on’ rally in global equities after China moves to shore up economy (tax cut, verbal pledge to support non-state firms…). S&P futures moving...
par admin | Oct 19, 2018 | commentaires, Uncategorized
Market Update US tsys lower, close to lows of o/n session on heavy volume in TY futures (568k) as equities rebound – S&P futures +12.5 China shares rise ~3.0%. European stocks slightly positive now, recovering from earlier losses which saw the Stoxx fall...
par admin | Oct 18, 2018 | commentaires, Uncategorized
Market Update US tsys continuing lower from yesterday’s post FOMC minutes slide led by the front end, curve bear flattening with the 2Y 2.905 (+1.5bps), 10Y 3.20%. No reaction to stronger than exp Phili Fed index (22 Equities weaker as well, China CSI Comp fell -2.4%...
