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US TSY FLOWS: Tsy futures trading weaker, bottom of late overnight range on
decent volume (TYU w/280k so far), good Sep/Dec futures rolling. Otherwise,
relative quiet ahead Jackson Hole eco/conf (Fri schedule released tonight).
Equities firmer (emini +4.5, 2446.0), gold weaker (-4.73, 1286.22), oil weaker
(WTI -0.21, 48.20).
- Asia, Tsys ebbed in early Asia trade, profit taking on Wed safe haven rally.
Foreign central bank and end users sold 10a, heavier selling in intermediates,
partly FX related as USD rebounds vs. Yen, Asian bank sales 5s and 10s.
- London, early two-way followed by better selling/consolidation ahead Fri JH
speeches by Fed Chair Yellen (1000ET), ECB Draghi (1500ET). Pre-auction short
sales 1pm ET $14 billion five year TIPS reopening auction. EGB peripherals
spreads tighter vs. Bunds.
- Swaps, spds mixed, spd curve steeper w/light option tied receiving in 2s,
3-4-5Y swap fly/paying in 4s.
- Eurodollar, mildly lower, decent volume in Whites (Sep'17-Jun'18), 3M LIBOR
steady at 1.3172% (+0.0025/wk).