by admin | Jan 25, 2018 | comments
Market Update Tsys trading higher, avg volume in TY futures (lowest this week ~ 300k), 10Y 2.2.632% (-1.5bps). Core Euro bonds higher since mid morning, 10Y bund 1.5bps lower, prices bid after ECB left rates unch but stmt dovish in that ECB ready to increase app ‘if...
by admin | Jan 24, 2018 | comments
Market Update Tsys trading lower, 10Y above 2.65% (+3.7bps), curve 2bps steeper, above avg volume in TY futures (380k). Tsys pressured by UK gilts after strong UK labor mkt data (102k vs -12k exp) – 10Y gilt above 1.40% for the first time since Feb. USD fell to...
by admin | Jan 23, 2018 | comments
Market Update Tsys trading higher, TY futures near top of overnight range on relatively strong volume (405k), 10Y 2.622%. Tsys rising in Asia after the BOJ announced unch policy, maintaining stimulus with Kuroda stressing inflation is still far from 2.0% target. Trump...
by admin | Jan 22, 2018 | comments
Market Update Tsys trading mixed, short end yields slightly higher, 10Y 1bp lower @ 2.65%, longs outperforming with the 30Y -2bps @ 2.916%. Above avg volume in TY futures (>400k). US shutdown likely to delay release of key retail sales, GDP data. US equity futures...
by admin | Jan 19, 2018 | comments
Market Update Tsys slightly weaker led by the 10Y rising above 2.63% for the first time since March 14th, curve steeper for a second day after 5bps selloff in longs yesterday. Fear of a govt shutdown weighing on stocks, giving a boost to tsys which are off the o/n...
by admin | Jan 18, 2018 | comments
Market Update Tsys trading weaker, close to overnight lows, with the 10Y above 2.60% since March, now 2.61 (+2bps), heavy volume in TY futures (580k), stops triggered in futures, convexity holding on break above 2.60% (MNI). Core Euro bonds also lower, thou 10Y bund...
