09/04/2018

Market Update US tsys trading lower, below avg volume in TY futures (265k), 10Y 2.79 (+1.8bps), trade tensions the focus with China said to be weighing depreciation of the yuan. US equity futures rebounding (S&P +15), USD index firmer, crude higher 62.75.  US eco...

06/04/2018

Market Update US tsys trading higher, yields 0.5-1.5bps lower with the 10Y 2.815(-1.5), relatively muted rally on moderate volume in TY futures after Trump announced he is considering $100bln in additional tariffs on China..  US equity futures lower but off the lows,...

05/04/2018

Market Update Tsys weaker, off the lows on moderate volume (380k TY futures), 10Y 2.815 (+1.1bps), long end underperforming. Risk on tone follow thru to yest rebound in US equities, S&P futures +11.25, Nasdaq +49.  News that the Trump admin is ready to negotiate...

04/04/2018

Market Update US tsys/ EGBs trading higher on ‘risk off’ after China announced retaliatory tariffs on $50bln US goods including aircraft & soybeans , US 10Y 2.75%(-3bps), heavy volume in TY futures (550k). The 10Y bund -1bp @ 0.49% low since Jan 9th. S&P...

03/04/2018

Market UpdateUS tsys trading lower, US 10Y 2.757 (+2.7bps), reversing most of yest rally which saw the 10Y move below 2.72% as US equities rebound, S&P futures +18, Nasdaq + 60.  European equities also reversing losses after reopening from the long weekend, Euro...

29/03/2018

Market UpdateUS tsys higher, 10Y 2.765% (-1.5bps), curve flattening to new cycle lows before PCE data, 2s10s below 50bps narrowest since Nov 2007. US equity futures higher, the USD index slightly lower, crude little changed 64.27. Core EGBs showing little direction,...