MNI: FRANCE MAR CONSUMER SENTIMENT 91

Mar-27 07:45



  • MNI: FRANCE MAR CONSUMER SENTIMENT 91

Historical bullets

BONDS: US and UK roll update

Feb-26 07:41

Over half the front Month volume is now spread related for the US, first notice is on the 29th:

ROLL PACE:

  • Ultra: 48%.
  • TBond: 45%.
  • Ultra 10: 43%.
  • TYA: 54%.
  • FVA: 50%.
  • TUA: 48%

First notice for Gilt is the 28th, roll pace is at 55%.

STIR: SFRH4/M4 Lifted

Feb-26 07:37

SFRH4/M4 paper paid -22.0 on ~3.5K, taken bid over with ~1.5K lots trading on the follow.

USD: NZD underperforms going into the EU session

Feb-26 07:36
  • The Dollar is overall mostly flat against G10, the SEK does show 0.16% up in early trade, but the pair remains within ranges.
  • As overnight desks noted, the Kiwi is the worst performer going into the European session, now down 0.48%, with market participants turning their attention to the RNBZ rate decision this week, expected unchanged at 5.50% on Wednesday.
  • Despite some of the pullback, NZDUSD trades well within the 100 pips range traded last week of 0.6120/0.6218 (low/high).
  • Small support is at 0.6152 followed by last week's low of 0.6120.