Bond markets focused on US Payrolls – Danske Bank

FXStreet (Edinburgh) - Jens Pedersen, Senior Analyst at Danske Bank, notes the relevance of today’s Non-farm Payrolls to the debt markets in the euro area.

Key Quotes

“The elevated volatility prevails with 30Y Germany yesterday making the highest intraday move (high-low) since Lehman”.

“Non-farm is in focus today and with poor liquidity any extremes should have significant impact on core markets. A print in the 200-250K range should keep the door open for Fed hiking in Q3, while a weaker print is set to trigger a rally”.

“The periphery ended up rallying strongly in yesterday’s session driven mainly by domestics stepping in”.

“The intraday moves remain extreme with 30Y Portugal moving 36bp yesterday. It does not take much flow to move the market these days”.

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