by admin | Apr 4, 2017 | comments, Uncategorized
Market Update Tsys slightly higher, close to highs of overnite range , 10Y at 2.31% back to Feb lows on decent volume overnite (320k TY1), supported by rally in EGBs. Core Euro bonds higher, 10Y bund 0.238% new low since Feb 28th, block buyer of 10Y bund futures 23k...
by admin | Apr 3, 2017 | comments, Uncategorized
Market Update Tsys higher at upper end of o/n range on above avg volume in TY futures , US 10Y 2.38 (-1bp) – ‘risk off’ bid on reports of explosion in St Petersburg and before key ISM Man data at 10:00am and March FOMC minutes Wednesday and March Employment Friday....
by admin | Mar 31, 2017 | comments, Uncategorized
Market Update Tsys moving lower on higher core PCE which rose to the Fed’s target 1.8% from 1.7% for the first time since 2012, US 10Y 2.42%. Core Euro bonds mixed – UK gilt curve 1bp flatter as UK gilts have 0.29yr month end extension based on BB data,...
by admin | Mar 30, 2017 | comments, Uncategorized
Market Update Tsys moving lower after Q4 GDP revised higher, core PCE higher 1.3% vs 1.2%, after narrow range overnite on muted volume in TY1 futures (235k), US 10Y 2.39% (+2bps). Core Euro bonds higher, the 10Y bund yield lower for a fifth day @ 0.323% three week low...
by admin | Mar 29, 2017 | comments, Uncategorized
Market Update US tsys higher, moving higher with core Euro bonds on Brexit news and Reuters story that the ECB is wary of making a policy change before June. Tsys underperforming EGBs in the rally, US 10Y below 2.40 (2.396 -2bps), 10Y bund ~5bps lower @ 0.337%, 10Y...
by admin | Mar 28, 2017 | comments, Uncategorized
Market Update Tsys higher, 10Y 2.37 (-1bp), curve 0.5bps flatter, narrow range on avg volume in TY futures (230k) and before Case Shiller & Cons Confidence as well as $34bln 5Y auction at 1:00ET. Core Euro bonds mixed – UK gilts lower & steeper wit the 5Y...
