by admin | Jun 28, 2016 | comments
Market update US tsys lower, yields 2-4 bps higher, curve flatter with longs outperforming, US 10Y 1.477 (+3.7bps) vs 1.458 at the close yest. Euro stocks 2.7% higher, EU peripheral spds tighter led by Spain. Tsys fell in Asian on Asia real money selling, weakness in...
by admin | Jun 27, 2016 | comments
Market update US tsys rallying hard for a second day, yields down 5-10 bps across the curve as the British pound fell below Friday’s post Brexit vote low 1.3250. The FTSE is off 2.0% led by a 7.7% decline in financials. Core European bonds sharply higher, UK 10Y below...
by admin | Jun 23, 2016 | comments
Market update US tsy yields 2-5bps higher, curve 2bps steeper as European bonds decline, stocks rise on latest Brexit polls which show ‘remain’ firmly in the lead. Euro stocks up 2.0% led by banks with the Euro Stoxx bank index up 3.0%, its fourth straight up day....
by admin | Jun 22, 2016 | comments
Market update US tsys slightly higher on light volume in TY futures (220K), US 10Y 1.70 (-0.5bps). Tsys pressured in Europe as stocks rose for a third day, German bunds lower & steeper in thin trade ahead of Brexit vote – latest poll shows ‘remain’ with a one...
by admin | Jun 21, 2016 | comments
Market update US tsys slightly higher despite higher Euro stocks & bond yields, US 10Y 1.685%. Risk of Brexit continues to slide, while better than expected German ZEW index weighed on bunds, part the long end with 2s30s ~3.5bps steeper and the 10Y bund 0.067%...
by admin | Jun 20, 2016 | comments
Market update Tsys sharply lower led by the 10Y with the curve ~2bps steeper, US 10Y 1.67 (+6bps) as remain side seen gaining in latest Brexit polling, the GBP . Euro stocks ~3.0% higher, core Euro bonds lower led by 10Y gilts (+9bps) while EU peripheral spds tighter...
