par admin | Juin 6, 2018 | commentaires, Uncategorized
Market Update Tsys trading weaker, near lows of o/n session on heavy volume (490k TY), 10Y 2.955 (+2.7bps), USD index lower, thou US$/Yen is higher closing in on 200D MA a two-week high. Core EGBs sharply lower on more hawkish ECB talk – ECB Praet and Weidmann...
par admin | Juin 5, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, US 10Y 2.91 (-3.5bps), on heavy volume in TY futures (440k), following core EGBs higher on renewed weakness in Euro peripherals, Italy 2Y 22bps higher. Gilts trading mixed, curve flatter, UK service PMI surprising to the upside for...
par admin | Juin 4, 2018 | commentaires, Uncategorized
Market Update Tsys trading lower, yields 0.5-2bps higher with the US 10Y 2.91%(+0.7bps), equities higher (S&P fut +9.5), EU peripheral yields rallying, Italy 2Y -36bps @0.59% from 2.64% last Tuesday. German bund yields higher, thou well of early European highs,...
par admin | Juin 1, 2018 | commentaires, Uncategorized
Market Update Tsys lower before May payrolls, US 10Y 2.90% (+4bps), curve 1bp steeper 2s10s. Trump tweeted “looking forward to the employment numbers” (195k headline exp, 3.9% unemp rate, 2.6% AHE), which led to additional selling in rates, along with sharply lower...
par admin | Mai 31, 2018 | commentaires, Uncategorized
Market Update Tsys trading weaker, curve flatter, US 10Y 2.87% (+1.5bps) amid continued relief rally in Italian bonds, Italy 2Y ~50bps lower @ 1.0% from 2.64% on Tuesday. Bunds lower, slightly outperforming tsys despite better than expected Eurozone CPI (1.9% vs 1.6%)...
par admin | Mai 30, 2018 | commentaires, Uncategorized
Market Update Tsys trading sharply lower, 10Y 2.875% (+9bps), ‘risk on’ with Italy/bund 10Y 34bps tighter, successful Italy 10Y auction. USD index -0.54%m, gold lower, crude higher (+0.45% 67.07), S&P futures +13pts. US Eco calendar includes ADP & Q1 GDP (2.3%...