by admin | Apr 24, 2017 | comments, Uncategorized
Market Update US tsys sharply lower on heavy volume, ~600k TY futures, after first round of French election Macron lead US 10Y 2.307% (+6.2bps). Core EGBs lower on ‘risk on’, 10Y bunds 10 bps higher @ 0.343%. UK gilts are lagging the decline in bunds with the 10Y gilt...
by admin | Apr 12, 2017 | comments, Uncategorized
Market Update Tsys open weaker, 10Y 2.30% , narrow overnite range on decent volume(320k TY futures), S&P futures off 0.16%, crude +0.43% 53.63 on API data which showed crude supplies fell another 1.3mln bbs last week. German bunds mixed, longs outperforming as EGB...
by admin | Apr 12, 2017 | comments, Uncategorized
Market Update Tsys open higher, yields 2-3bps lower, US10Y 2.345 (-2bps). Tsys rose after Fed Yellen comments at Univ of Michigan Q&A, then pulled back in Europe with EGBs. France once again the focus, yields under pressure particularly at the short end, 2Y OAT...
by admin | Apr 4, 2017 | comments, Uncategorized
Market Update Tsys slightly higher, close to highs of overnite range , 10Y at 2.31% back to Feb lows on decent volume overnite (320k TY1), supported by rally in EGBs. Core Euro bonds higher, 10Y bund 0.238% new low since Feb 28th, block buyer of 10Y bund futures 23k...
by admin | Apr 3, 2017 | comments, Uncategorized
Market Update Tsys higher at upper end of o/n range on above avg volume in TY futures , US 10Y 2.38 (-1bp) – ‘risk off’ bid on reports of explosion in St Petersburg and before key ISM Man data at 10:00am and March FOMC minutes Wednesday and March Employment Friday....
by admin | Mar 31, 2017 | comments, Uncategorized
Market Update Tsys moving lower on higher core PCE which rose to the Fed’s target 1.8% from 1.7% for the first time since 2012, US 10Y 2.42%. Core Euro bonds mixed – UK gilt curve 1bp flatter as UK gilts have 0.29yr month end extension based on BB data,...
