par admin | Sep 27, 2018 | commentaires, Uncategorized
Market Update US tsys slightly higher, at lows of o/n range after having given up gains from Europe, 10Y 3.05%, off the lows after in line Q2 GDP and stronger August Durable Goods, thou Durable Goods ex transport weaker (0.1% vs 0.4%. Tsys rose with bunds/gilts on...
par admin | Sep 26, 2018 | commentaires, Uncategorized
Market Update US tsys higher, yields 0.5-1.5bps lower, 10Y below 3.10% (3.08 -1.5bps), curve flatter, moderate volume in TY futures before FOMC decision this afternoon. Core EGBs higher led by gilts rallying on Brexit uncertainty, JPM recommendation to buy 10Y gilts,...
par admin | Sep 25, 2018 | commentaires, Uncategorized
Market Update US tsys weaker, off the lows, with the 10Y 3.10% (+1bp), 10s&30s near the four-year high level reached in May (3.11 & 3.25), on heavier than avg volume in TY futures (435k). ‘Risk on’ tone overnight with Euro equities higher led by energy and...
par admin | Sep 14, 2018 | commentaires, Uncategorized
Market Update US tsys paring losses after weaker Aug Retail Sales (0.1% vs 0.4%), 10Y 2.985 (+1.5bps), highest since Aug 2nd on avg overnight volume in TY futures (330k). USD index bouncing off the lows after falling to a two week low. Core Euro bonds lower,...
par admin | Sep 13, 2018 | commentaires, Uncategorized
Market Update US tsys trading higher after CPI rose 0.2%, core 0.1% (0.3%, 0.2% exp). ECB left rates unch as exp, repeating the pledge to leave rates unch “at least through the summer of 2019”. Draghi confident that policy stance is appropriate given the ‘uncertainty...
par admin | Sep 12, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher after August PPI fell 0.1% vs +0.2% exp, 10Y 2.963% (-1.5bp), curve 1bp flatter. Equity futures slightly lower – S&P -1.75, Asian equities lower, Hang Seng at one-year lows, Euro stocks holding on to slight gains. Core EGBs...
