by admin | Jun 9, 2019 | comments, Uncategorized
Market Update Tsy & GOC yields 2-4bps higher before US & Cdn employment data, US 1.595% (+3.5bps), S&P futures +13, crude 55.45 (-1.5%). China injected $126bln into the economy by lowering the amount of reserves banks are required to hold, hoping...
by admin | Jul 5, 2018 | Uncategorized
Market Update Tsys trading lower, limited reaction to lower than exp ADP (177k vs 190k), 10Y 2.85%, above avg volume in TY futures (422k). ‘Risk on’ rally in stocks(S&P futures +21, Nasdaq fut +62) as EU officials are considering reducing tariffs on imported cars...
by admin | May 11, 2018 | Uncategorized
Market Update US tsys slightly higher on avg volume (295k TY fut), 10Y 2.96 (-0.5bps), tsy curve unch after yesterday saw 2s/10s flatten to 40bps the narrowest since 2007. Relatively quiet day data wise with import prices & U. Michigan Sent, Fed Bullard speaks on...
by admin | Feb 12, 2018 | comments, Uncategorized
Market Update Tsys trading weaker, 10Y 2.88% (+3bps) – new four year high thou on low volume with Japan on holiday (320k TY futures). Libor higher across the term structure – 3M @ 1.833% (+1.2bps). Risk on start with S&P futures +28, European equities +1.25%,...
by admin | May 3, 2017 | Uncategorized
Market Update US tsys lower, yields 1.5bps higher led by the 10Y at 2.332% (1.6bps), volumes in TY fuutres closer to avg (236k) as Europe/Asia back from vac. Equities lower( emini -1.25), crude higher (49.30 + 0.30), USD up vs Yen for 4th day. Latest JPM Client...
by admin | Apr 28, 2017 | comments, Uncategorized
Market Update US tsys moving lower despite a big miss on Q1 GDP (0.7% vs 1% exp) thou GDP prices came in stronger 2.3% vs 2.0 exp) 10Y 2.327%% (+3bps). Core Euro bonds sharply lower with the 10Y bund 5bps higher @ 0.343% and the 10Y bund/tsy spd close to three month...
