by admin | Nov 16, 2016 | commentaires, comments
Market Update US tsys lower, off the lows of the wide overnight range after weaker than exp PPI (0.0% vs 0.3%, core -0.2% vs 0.2%), TY futures heavy volume 646k. US 10Y 2.273%, Fed fund futures now pricing in 96% odds of a rate hike in Dec, with the USD index at new...
by admin | Nov 15, 2016 | commentaires, comments
Market Update US tsys trading higher,yields 2-5 bps lower with the long end outperforming in a reversal of post-election steepening. US 10Y 2.21% (-5bps) , 3bps off the lows of 2.18% set in European trading. European fixed income also higher, bund/gilt curves...
by admin | Nov 14, 2016 | commentaires, comments
Market Update US tsys trading much lower, the slide continuing for a 4th day following Trump’s election. The current 10Y at 2.24% is 9bps higher on the day & ~55bps higher since Wed morning. The USD surging to an 11-month high, core Euro bonds lagging the selloff...
by admin | Nov 11, 2016 | commentaires, comments
Market Update UK Gilts are trading mixed with 10-year part of the yield curve leading the underperformance weighed by continued concerns over a Donald Trump administration and the likely impact on growth and inflation in both the US and UK. UK construction output...
by admin | Nov 10, 2016 | commentaires, comments
Market Update US Tsys begin NY lower after overnight mixed flows followed Wed. post-Trump-victory selloff on improved risk tone; US 10-year note 2.087%. TOKYO saw Asian central bank buying of 5s and 10s Tsys, along with Asian real$ buying 5s, 10s and 30s. Later,...
by admin | Oct 11, 2016 | comments
Market Update -US tsys lower, US 10Y 1.77% (+5bps) , amid higher crude prices and move lower in core EU bond prices. Yesterday tsy futures sold off on news Russia had agreed to cut oil production along with Saudi Arabia. GOC yields higher, yet 2-3bps narrower vs...
