by admin | Sep 28, 2017 | comments
Market Update US tsys lower, yields 1-3 bps higher in bear steepening move, US 10Y 2.33% (+2bps), heavy volume in TY futures (565k) for a second day. Little reaction to upward revision in US Q2 GDP to 3.1% from 3.0%. Core Euro bonds lower, 10Y bund yield at two month...
by admin | Sep 27, 2017 | comments
Market Update US tsy yields sharply lower on bear steepening move, heavy volume in TY1 futures (~700k) with the US 10Y 2.285 (+5bps), curve US$ higher, Euro stocks +0.50%, crude steady near $52. Core Euro bonds weaker, in line with tsys, 10Y bund yield seven-week high...
by admin | Sep 26, 2017 | comments
Market Update Both US tsys & GOCs unch to slightly lower, US 10Y 2.22%, GOC 10Y 2.095%, Can/US 10Y +0.5bps @ 12bps. Light volume in TY futures overnite, Fed Kashkari (dove) said inflation remains lows, sees little sign of overheating. Core European bonds lower ,...
by admin | Sep 26, 2017 | comments
Market Update US tsy yields slightly lower, curve 0.5bps flatter, US 10Y 2.24% (-1.1bps). Crude above $51.00 (+1.1%) after OPEC said the latest production cuts are working. Core Euro bonds higher led by German bunds, euro currency lower after Angela Merkel’s win was...
by admin | Sep 22, 2017 | comments
Market Update US tsys trading higher on ‘risk off’ tone following latest N. Korea threats, US 10Y 2.25% (-2.7bps), tsy futures near highs on heavier than avg volume (350k TY futures), Dec Eurodollars higher USD down for 2nd day after FOMC rally on Wed, crude unch @...
by admin | Sep 21, 2017 | comments
News headlines Dollar Rebounds as FOMC Meeting Makes Case for Profit Taking (Bloomberg) The Bloomberg Dollar Spot Index rose for the first time in three days, with higher Treasury yields lending support to the currency as investors’ focus turns to the Federal Reserve...
