15/03/2018

Market Update US tsys lower & flatter, the 10Y 2.82%, narrow o/n range in TY futures on above avg volume (395k) –  prices moving lower after 8:30 data – claims lower and import prices up for the 7th month in a row, 0.4% in Feb vs 0.2% exp. The 10Y almost back to...

14/03/2018

Market Update US tsys slightly lower before PPI, Retail Sales , 10Y 2.852(+1bp), avg volume in TY futures (278k), curve  bps flatter as the 2Y is 2bps higher @ 2.27%, longs outperforming. USD index slightly higher, off the lows , S&P futures +6.0.  Slight losses...

13/03/2018

Market Update US tsys trading slightly higher, curve steeper, 10Y 2.865% on light volume in TY futures (209k). Quiet ahead of CPI at 8:30 and $13bln 30Y bond auction this aft.  USD index firmer, S&P futures +5, crude unch 61.30. EGBs higher as well, gilt curve...

12/03/2018

Market Update Tsys trading steady/mixed on very light volume (TYM <200k), curve flattening out last few minutes with long end bouncing to modest session highs, trail EGBs post Smets comments on inflation.ECB’s Smets says that inflation may take longer to...

09/03/2018

Market Update Tsys lower, near low end of narrow range on below avg volume on TY futures (272k), US 10Y 2.88% (+2bps) Feb Employment on tap with 200k increase exp  and the unemployment rate expected to fall to 4.0% from 4.1%. There is likely to be more focus on AHE,...

07/03/2018

Market Update Tsys paring back gains, thou still higher after better than expected ADP 235k and stronger rise in ULC 2.5% vs 2.1% exp. , 10Y 2.855 (-3bps), heavy volume in TY (>700k). S&P futures clawed back from steep losses following the announcement of Gary...