by admin | Sep 21, 2016 | comments
Market Update Tsys basically unch from after volatile overnite session following BOJ’s policy announcement, the 10Y yield rising sharply by ~4bps to 1.74% then falling back close to unch @ 1.68%. The BOJ left rates unch, deciding instead to target the yield curve –...
by admin | Sep 20, 2016 | comments
Market Update Tsys higher & flatter, yields 2-4 bps lower led by the long end, US 10Y 1.688 (-2.4), volumes light in tsy futures (191k in TY1) as Japan returns from vacation. Core Euro bonds higher, bund & gilt curves both sharply flatter as well –...
by admin | Sep 19, 2016 | comments
Market Update US tsys advancing in NY trade after quiet, range bound o/n session on extremely light volume (135k TY), with Japan closed today and the mkt setting up for the Fed and BOJ on Wednesday. German govt bonds lower, yield curve steeper. MNI story quoted ECB...
by admin | Sep 16, 2016 | comments
Market Update US tsys trading lower after CPI came in above exp (core 2.3% vs 2.2% exp), unwinding gains after ‘risk off’ o/n session and follow thru buying after yest weak US retail sales data. Core European bonds higher, curves flatter, the 10Y bund close to zero...
by admin | Sep 15, 2016 | comments
Market Update Tsys trading higher since mix of 8:30 data, US 10Y 1.675 (-2.4bps). Core PPI 0.3% vs unch exp, while retail sales -0.3% weaker than exp. Prices off the lows since Europe after BOE left rates as well as its gilt purchase program unch. Core Euro bond...
by admin | Sep 14, 2016 | comments
Market Update US Treasuries open NY higher and flatter, 10-year note 1.709%. Rates trading firmer, near top end of range — recovering fraction of Tue’s sell-off, decent volume. Early Asian market flow included fast$ rate and spd paying in 5s, Asian...