Bund e diavolerie varie: LO SPIACCICAMENTO in diretta!!!!
- Creatore Discussione maria
- Data di Inizio
Fleursdumal
फूल की बुराई
Bonjour a tout les bondaroles
in tempo per il michigan, 114 oeeee olàlà faccela vedè faccela toccà
in tempo per il michigan, 114 oeeee olàlà faccela vedè faccela toccà
Fleursdumal
फूल की बुराई
carissimo avucat 
la fiducia va a picco, ma i bonds gna fanno :smile: buon segno
adesso parte il rally
la fiducia va a picco, ma i bonds gna fanno :smile: buon segno
adesso parte il rally
Fleursdumal
फूल की बुराई
la macchinette son partite , lo spread 30y-10y collassato sollo le 4 figure
faccela vedè faccela toccà
a 114,5625 coperto un gap vecchissimo risalente ai primi di agosto
faccela vedè faccela toccàa 114,5625 coperto un gap vecchissimo risalente ai primi di agosto
gastronomo
Forumer storico
f4f ha scritto:
che vuol dire ''le macchinette son parite''?
computer trading
graasssssie
Secondo me che quando gli spread si muovono troppo si deve riequilibrare la duration quindi partono in automatico gli ordini... il tbronx è sceso parecchio, sulla curva 10/30 si son fatti male...quindi han dovuto tagliare parte della posizione, ossia dell'esposizione piu lunga...... vediamo che ci dice lui...iddo...
Fleursdumal
फूल की बुराई
in un mercato complesso ed enorme come quello dei bonds c'è anche il computer trading, basta vedere come scende quando fa le candelacce rosse da oltre mezza figura in un niente ,
in pratica sul foraggio del minimo relativo son partite le vendite massicce , ancora più diaboliche in quanto le hanno fatte in contropiede sul dato del miccigan , fottutamente diabolici :smile:
poi c'è anche quello che dice ric, sul grafo dello spread stiamo andando verso l'ipervenduto ha perso in qualche giorno più di due figure, cos e pazz
in pratica sul foraggio del minimo relativo son partite le vendite massicce , ancora più diaboliche in quanto le hanno fatte in contropiede sul dato del miccigan , fottutamente diabolici :smile:
poi c'è anche quello che dice ric, sul grafo dello spread stiamo andando verso l'ipervenduto
ha perso in qualche giorno più di due figure, cos e pazzgastronomo
Forumer storico
C'è modo e modo per dire "stop loss" oppure "fregatura" ben confezionata 
Treasuries fall, technicals overshadow U Mich data
Fri Sep 16, 2005 10:19 AM ET
NEW YORK, Sept 16 (Reuters) - U.S. Treasury debt prices, particularly longer-dated debt, fell on Friday as inflation fears and technical factors helped take precedence over weak consumer sentiment data.
The University of Michigan's preliminary September consumer sentiment survey came in at a much weaker than expected 76.9, the lowest reading in more than a decade. Economists expected a result of 85.0 compared with an August reading of 89.1.
Such a result might typically be expected to stoke buying, as investors flock to the bond market at any sign of weakness in the economy. But long-term inflation fears helped push prices lower, and technicals exacerbated the move.
The 10-year note fell 12/32 to yield 4.26 percent, a one-month high, with traders saying selling accelerated as yields pushed through barriers at 4.22 percent and then 4.25 percent.
Two-year notes (US2YT=RR: Quote, Profile, Research) were relatively stable, down just 1/32, with a yield of 3.91 percent . But the long-end movement helped widen the spread between two- and 10-year notes widened to 35 basis points from 32 on Thursday.
© Reuters 2005. All Rights Reserved.
Treasuries fall, technicals overshadow U Mich data
Fri Sep 16, 2005 10:19 AM ET
NEW YORK, Sept 16 (Reuters) - U.S. Treasury debt prices, particularly longer-dated debt, fell on Friday as inflation fears and technical factors helped take precedence over weak consumer sentiment data.
The University of Michigan's preliminary September consumer sentiment survey came in at a much weaker than expected 76.9, the lowest reading in more than a decade. Economists expected a result of 85.0 compared with an August reading of 89.1.
Such a result might typically be expected to stoke buying, as investors flock to the bond market at any sign of weakness in the economy. But long-term inflation fears helped push prices lower, and technicals exacerbated the move.
The 10-year note fell 12/32 to yield 4.26 percent, a one-month high, with traders saying selling accelerated as yields pushed through barriers at 4.22 percent and then 4.25 percent.
Two-year notes (US2YT=RR: Quote, Profile, Research) were relatively stable, down just 1/32, with a yield of 3.91 percent . But the long-end movement helped widen the spread between two- and 10-year notes widened to 35 basis points from 32 on Thursday.
© Reuters 2005. All Rights Reserved.
Fleursdumal
फूल की बुराई
questa è dell'altro giorno, in pratico sta entità con $2billion di t-note ha in mano 20000 contratti , visto che un future copre 100000$ di carta
WASHINGTON, Sept 14 (Reuters) - The U.S. Treasury Department on Wednesday called for large position reports from entities with large positions in 10-year Treasury notes (US10YT=RR: Quote, Profile, Research) sold in August 2002 and maturing Aug. 15, 2012.
The Treasury Department has concerns with the way the securities are trading in the market, an official said.
The security is a 4-3/8 pct note with CUSIP number 912828 AJ 9.
The large position reporting threshold is $2 billion as of close of business Sept. 12.
The report is due Sept. 20 before noon EDT (1600 GMT).
Treasury has asked for such reports before to test compliance capability, but in this instance the call comes not as a test but out of concern for the way the security is trading, the official told reporters at the Treasury.
Traders who need this security to deliver against Chicago Board of Trade September futures contracts are having having difficulty finding it and when they do are being required to pay a premium for it, the official said.
The security in question is the cheapest to deliver against September futures (TYU5: Quote, Profile, Research) , the official added.
The last trading trading day for that futures contract is Sept. 21 but deliveries can be made against that contract through Sept. 30.
WASHINGTON, Sept 14 (Reuters) - The U.S. Treasury Department on Wednesday called for large position reports from entities with large positions in 10-year Treasury notes (US10YT=RR: Quote, Profile, Research) sold in August 2002 and maturing Aug. 15, 2012.
The Treasury Department has concerns with the way the securities are trading in the market, an official said.
The security is a 4-3/8 pct note with CUSIP number 912828 AJ 9.
The large position reporting threshold is $2 billion as of close of business Sept. 12.
The report is due Sept. 20 before noon EDT (1600 GMT).
Treasury has asked for such reports before to test compliance capability, but in this instance the call comes not as a test but out of concern for the way the security is trading, the official told reporters at the Treasury.
Traders who need this security to deliver against Chicago Board of Trade September futures contracts are having having difficulty finding it and when they do are being required to pay a premium for it, the official said.
The security in question is the cheapest to deliver against September futures (TYU5: Quote, Profile, Research) , the official added.
The last trading trading day for that futures contract is Sept. 21 but deliveries can be made against that contract through Sept. 30.
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