by admin | Jan 18, 2017 | comments, Uncategorized
Market Update US tsys lower, giving up gains despite bond friendly data on retail sales & PPI, yields bps lower out the curve with the curve 1bp steeper, 10Y 2.34 (-2.3bps). Tsys were initially weaker in Asia following Yellen’s hawkish comments yest aft, noting...
by admin | Jan 12, 2017 | comments, Uncategorized
Market Update US tsys higher, yields 2-4bps lower, curve flatter with the 10Y 2.33 (-4.4bps). Tsy prices off the highs after initial claims/import pricesGerman bunds weaker due to Italian govt supply. Tsys were higher in Asia on risk off buying after Trump press conf...
by admin | Jan 11, 2017 | comments, Uncategorized
Market Update US tsys trading higher, upper end of o/n range with the US 10Y 2.377, albeit in a very narrow range on low volume in TY futures (203k). Asian hrs saw foreign CB selling in the short end, with interest in buying out the curve, flatteners from credit...
by admin | Jan 10, 2017 | comments, Uncategorized
Market Update US tsys trading lower, yields 1.6 – 2.3 higher across the curve, US 10Y 2.388 (+2.4bps), curve 0.5bps steeper after US small business optimism, as measured by the NFIB index, rose to a 12-year high in Dec to 105.8. Tsys pressured in Europe after unch...
by admin | Jan 9, 2017 | comments, Uncategorized
Market Update US tsy yields 1-3 bps lower, curve flatter , 10Y 2.388 (-3.1bps). S&P futures lower and crude off 2.0%. Tsys higher since early European trading as oil slid while UK gilts rally(10Y 1.325 -5.3bps) on Brexit concerns following comments from PM May,...
by admin | Jan 6, 2017 | comments, Uncategorized
Market Update Post non farm :US tsys sharply lower after Dec payrolls fell short (156k vs 175k) but AHE rose 2.9% vs 2.8% exp. while Nov payrolls where revised sharply higher to 204k from 178k. Yields 2-4 bps higher led by the 5Y, with the 10Y 2.386% from 2.33% low...
