par admin | Mai 29, 2018 | commentaires, Uncategorized
Market Update Tsys trading sharply higher, catch up mode with EGBs after yesterday’s US mkt close, risk off tone as Italy elections loom, US 10Y thru 2.90% , 2.87% (-6.4bps). Italy 2Y yields jumped 152bps the largest one day chg on record, now 2.23% vs -0.30% on May...
par admin | Mai 28, 2018 | commentaires, Uncategorized
Market Update With the US mkt closed for holiday, risk off tone from Italian upheaval reflected in bid tone in German bunds, 10Y bund at a six-month low 0.35% (-4.5bps), 28bps lower in just the last ten days. Two year BTP/bund spd 48bps wider, Italy 2Y which yielded...
par admin | Mai 25, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, 10Y 2.95% (-2.5bps), FTQ bid for a third day, yields at a two-week low as equities futures slide, widening in EU peripheral spreads (Ita/Ger 10Y +15 @ 202, Spain/Germ +13). Core Euro bonds USD index rising since early NA trade close...
par admin | Mai 24, 2018 | commentaires, Uncategorized
Market Update Tsys trading slightly higher, 10Y below 3.0% (2.992), prices rebounding as equity futures slide as ‘risk-on’ tone fades, heavy volume in TY1 on continued Jun/Sep roll. USD index slightly lower, crude lower for a third day @ 70.93. Core EGBs higher,...
par admin | Mai 23, 2018 | commentaires, Uncategorized
Market Update US Treasuries have rallied with higher during the European morning session, underpinned by risk-off sentiment on a combination of Italian political concerns, a renewal of US-China trade tensions, weak data, and emerging market assets under pressure....
par admin | Mai 22, 2018 | commentaires, Uncategorized
Market Update Tsys trading lower, US 10Y 3.074% (+1.5bps), on heavy volume in TY futures (475k), risk-on as Italian bonds rally and news that China will cut import tariffs on imported autos to 15% from 20-25%. Euro equities/S&P futures are higher, USD index 0.25%...
