27/04/2017

Market Update US tsys moving to the lows of the o/n session, US 10Y 2.313% (+1bp). ECB left rates unch as exp, Draghi press conference coming up. German bunds slightly higher, 10Y bund spiked to day high after the decision, no reaction in tsys, as a result the 10Y...

26/04/2017

Market Update Treasuries bounced off lows amid dip buying, after early slide on tax-plan-news speculation/digestion selling, also pre-auction shorts into 1pm ET. $34B 5Y auction and 11:30am ET 2Y FRN auction. Treasuries opened NY mildly weaker after drift off session...

25/04/2017

Market Update US tsys open lower for a second day as risk-on tone prevails for a second day, US 10Y 2.304 (+3bps), moderate volume in TY futures (340k). European stocks higher, Stoxx 50 +0.25% after yesterday’s 4.0% increase, S&P futures +5, crude unch 49.25....

24/04/2017

Market Update US tsys sharply lower on heavy volume, ~600k TY futures, after first round of French election Macron lead US 10Y 2.307% (+6.2bps). Core EGBs lower on ‘risk on’, 10Y bunds 10 bps higher @ 0.343%. UK gilts are lagging the decline in bunds with the 10Y gilt...

12/04/2017

Market Update Tsys open weaker, 10Y 2.30% , narrow overnite range on decent volume(320k TY futures), S&P futures off 0.16%, crude +0.43% 53.63 on API data which showed crude supplies fell another 1.3mln bbs last week. German bunds mixed, longs outperforming as EGB...

11/04/2017

Market Update Tsys open higher, yields 2-3bps lower, US10Y 2.345 (-2bps). Tsys rose after Fed Yellen comments at Univ of Michigan Q&A, then pulled back in Europe with EGBs. France once again the focus, yields under pressure particularly at the short end, 2Y OAT...