by admin | May 1, 2019 | comments
Market Update US tsys slightly trading slightly higher, 10Y 2.50% before ISM & Fed decision this aft, volume in TY futures running at ~50% of daily avg (115k) as Many European mkts are closed for May holiday. UK gilts higher after April Manuf PMI matched...
by admin | Apr 30, 2019 | comments
Market Update US tsys pressured in recent trade after German flash HICP inflation came in stronger – 2.1% vs 1.7% and US equity futures move higher on earnings, US 10Y 2.535% (+1bp). Core Euro bonds underperforming tsys, 10Y bund yields +3bps, gilts...
by admin | Apr 29, 2019 | comments
Market Update US tsys slightly lower, 10Y 2.505 (+0.5bps), low volume in TY futures (198k) before big week for economic data including Fed decision Wed, ADP , ISM Man & April payrolls. March Personal Income & PCE scheduled for today. Core Euro bonds lower,...
by admin | Apr 26, 2019 | comments
Market Update US tsys pressured as stocks rebound , US 10Y 2.52% , curve 1bp steeper, core Euro bonds retracing earlier gains while Italian BTP 10Y spreads are 5bps narrower vs bunds. Q1 GDP the highlight for the US, 2.3% exp vs 2.2% pre – both the...
by admin | Apr 25, 2019 | comments
Market Update US tsys moving lower after March Durable Goods upside surprise (2.7% vs 0.8% exp), 10Y 2.54. Core Euro bonds mixed, bunds unch while UK gilt yields are ~2.5bps lower, 10Y gilt at two week low 1.15%. Another strong day for the USD index, DXY up for...
by admin | Apr 24, 2019 | comments
Market Update US tsys rallying, yields 2-3bps lower, moving higher with German bunds, 10Y 2.54% (-2.5bps), TY futures near top of range on heavy volume (420k), block trade in 5Y futures 6K FVM9 ($283k DV01) at 8:11. Equity futures unch, DOW futures higher with Boeing...
