03/09/2019

Market Update US tsys higher this morning, yields 1-1.5bps lower with the 10Y 1.48%, heavy volume in TY futures (~715k).  Core EGBs leading tsys , UK 10Y gilts 4bps lower at 0.37% new record low  with the GBP sliding to the lowest since 2016 – ...

30/08/2019

Market Update Tsys lower, yields 1.5-2.5bps higher, 10Y 1.52% (+2.5bps), avg volume in TY futures (390k). US equity futures rose in Asia with Asian equities, then continued in Europe, despite arrests of several prominent Hong Kong protesters.  US July Personal...

29/08/2019

Market Update US tsys slightly lower on avg volume in TY futures (345k), 10Y 1.50% (+1.5bps). ‘Risk on’ trade as China announced China will not retaliate against the latest round of US tariffs, S&P futures +28, Chinese yuan stronger (+0.3%) . Highlights include US...

28/08/2019

Market Update US tsys higher, yields 1-4bps lower led by the long end, 2s10s 5bps inverted, 10Y 1.45%, 30Y 1.904% a record low, reflecting strong demand during the Asian session (MNI). In Europe, UK gilts leading core Europe higher after PM Johnson suspended...

27/08/2019

Market Update US tsys well bid, off the highs of the session on heavy volume (>1mln TY1) with the 10Y 1.51(-2.5bps), S&P futures +5, crude +1.0%.  Treasury auctions resume this week with $40bln 2Y today, followed by $41bln 5Y Wed & $32bln 7Y Thurs. WI...

26/08/2019

Market Update US tsys higher in active session with the 10Y 1.52% (-2bps), heavy volume in TY futures (915k or 3x avg). Tsy yields off best levels reached during the Asian session on optimism for a trade deal after Trump said ‘China called’ and wants to return to the...