par admin | Mar 29, 2018 | commentaires, Uncategorized
Market UpdateUS tsys higher, 10Y 2.765% (-1.5bps), curve flattening to new cycle lows before PCE data, 2s10s below 50bps narrowest since Nov 2007. US equity futures higher, the USD index slightly lower, crude little changed 64.27. Core EGBs showing little direction,...
par admin | Mar 28, 2018 | commentaires, Uncategorized
Market Update US tsys lower after Q4 GDP was revised higher -2.9% vs 2.5%, way off the o/n highs which saw the 10Y dip below 2.75% (low since Feb 6th), now 2.78, tsys rising with gilts & bunds in European trade. S&P futures +7.75, USD index unch, crude...
par admin | Mar 27, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher, 10Y 2.835 (-1.8bps) curve slightly flatter, US equity futures pulling back from earlier highs, S&P futures +12.5, Euro Stoxx +1.4%. Short term rates continuing to move higher, US 3M libor 2.302% highest since 2008. The US sells...
par admin | Mar 26, 2018 | commentaires, Uncategorized
Market Update US tsys lower, yields ~3-4bps higher with the 10Y 2.85% on above avg volume in TY futures (365k) as S&P futures are rebounding , up 37pts (1.4%) on news China will look to avert a trade war with the US, both countries have been negotiating to...
par admin | Mar 23, 2018 | commentaires, Uncategorized
Market Update Tsys lower , US 10Y 2.835 (+1bp) , on heavy volume in TY futures (575k), with the USDJPY lower for a third day, the yen reaching the highest level since before the US election, concerns over potential trade war as China announced $3bln in retaliatory...
par admin | Mar 22, 2018 | commentaires, Uncategorized
Market Update Tsys trading higher on strong volume (485k TY futures), US 10Y 2.852% (-3bps), rising in Asia in follow thru to yest psot FOMC rally, and recently with UK gilts after BOE voted to leave rates unch by 7-2 vote. Risk off tone with European stocks -1.3%,...
