23/01/2020

Market Update Tsys higher led by the long end of the curve, 10Y below 1.75% for the first time since Dec 3rd, US equity futures lower (S&P -0.19%).  Core EGBs also higher, no change in monetary policy by ECB as exp, bond buying will continue.  German...

22/01/2020

Market Update US tsys trading unch, prices fading since early NA trading on avg volume (TY 350k), 10Y 1.775%, long end outperforming slightly.  US futures higher, S&P +13, Nasdaq +60. Core EGBs mixed – UK gilts under pressure after upbeat factory survey – CBI...

21/01/2020

Market Update US  tsys  trading higher on heavy volume in TY futures (610k), 10Y  1.795% (-2.5bps). Risk off move linked to deaths tied to Coronavirus in China, US equity futures lower with S&P -10.25, thou crude and gold are lower.  European...

17/01/2020

Market Update US tsys trading mixed, short end higher while the long end steepened around the 10Y (1.825% + 1.5bps), late yesterday the US treasury announced it will issue a new 20Y bond in the first half of the year. Prices of the best levels after  Dec Housing...

16/01/2020

Market Update US tsys trading slightly higher on below avg volume (300k TY futures), 10Y 1.77%.  Phili Fed Survey and Dec Retail Sales coming up, along with NAHB survey and Long-term TICS flows this aft.  Core EGBs higher, 10Y gilts/bunds 2bps lower while 2Y...

15/01/2020

Market Update US tsys trading higher on decent volume (400k TY fut), long end outperforming, 10Y 1.795(-1.5bps).  US futures close to unch, paring earlier losses: Target -7.0% pre-mkt after holiday sales rose 1.4% vs 5.7% last year, comparable sales now expected...