BUND-T/BOND-NOTE e tifiamo per dan a 113 e 1.20
- Creatore Discussione spero.lo.0.15%
- Data di Inizio
spero.lo.0.15%
Forumer attivo
ditropan ha scritto:spero.lo.0.15% ha scritto:78 chiuso
non ho nemmeno finito di scriverti che mi hai già chiuso tutto !!
... sei il solito frettoloso !!!
ciao Andrea..purtroppo io non ho il tuo sel-controll
azzz...l'ho visto risalire due volte...eppoi erano 8 contratti per 17 punti ..insomma meglio in tasca mia che loro
tanto guarda 'sti qua sono capaci in tre ore di andare su ancora e poi di ridiscendere...speriamo..speriamo che facciano l'altalena
trullalero trullala'
seriamente..forse dovrei magari venderne la meta'
dan24
Forumer storico
spero.lo.0.15% ha scritto:ditropan ha scritto:spero.lo.0.15% ha scritto:78 chiuso
non ho nemmeno finito di scriverti che mi hai già chiuso tutto !!
... sei il solito frettoloso !!!
ciao Andrea..purtroppo io non ho il tuo sel-controll
azzz...l'ho visto risalire due volte...eppoi erano 8 contratti per 17 punti ..insomma meglio in tasca mia che loro
tanto guarda 'sti qua sono capaci in tre ore di andare su ancora e poi di ridiscendere...speriamo..speriamo che facciano l'altalena
trullalero trullala'
seriamente..forse dovrei magari venderne la meta'
fai bene come fai testina...finchè gaini
a dopo devo andare
Fleursdumal
फूल की बुराई
già il nonnetto quando parla da solo ha poteri shortaroli subliminali potentissimi, aggiungiamo a ciò il peso mortificatorio e depressivo delle parole del tricheco e l'effetto è dirompente , come diceva carletto il principe dei mostri mmm uuhh uhhh mmm uhh uhh 
spero.lo.0.15%
Forumer attivo
DITROOO...sei un forte
piangiamo sul latte versato
beh tanto e' inutile
a 40 vado long
piangiamo sul latte versato
beh tanto e' inutile
a 40 vado long
Fleursdumal
फूल की बुराई
miiii che selloff sul T-Bond , sto godendo come un turco ma giuro che non ci sto capendo una mazza
qui dicono che un bond fund sta ristabilendo una posizione long Bund / short T-Note , e cchecasso
US Treasuries dip, bulls pin hopes on intervention
By Wayne Cole
NEW YORK, Nov 19 (Reuters) - U.S. Treasuries ran into profit-taking on Friday after a week of often puzzling gains, though hopes of intervention-related demand put a floor under prices.
Traders also reported talk a well-known bond fund was reestablishing a long bund/short Treasury position which had proved very profitable in recent weeks. The subsequent selling sent the benchmark 10-year note <US10YT=RR> down 4/32 in price. Yields rose to 4.13 percent form 4.12 percent, though that was still well down on 4.25 percent this time last week.
Treasuries had initially rallied when the dollar sank to four-year lows against the yen after Federal Reserve Chairman Alan Greenspan said the U.S. trade deficit could not increase forever without meeting resistance from foreign investors.
Greenspan never specifically mentioned the dollar, instead recommending a cut in the U.S. budget deficit. But dealers were all too aware that, politically, an easier way to correct the trade shortfall was through a weaker currency.
"The market's reading between the lines and sees a weaker dollar written there," said one trader at a US. primary dealer. "Now, normally that would be bad for bonds, but in this case everyone's betting the Asian central banks will have to buy dollars and stay captive customers for Treasuries."
In particular, bulls hope the Bank of Japan will intervene to restrain the yen and then funnel any dollars bought into Treasuries. Foreign central banks have already bought a net $204 billion of Treasuries of this year.
The dollar is likely to be a hot topic at the Group of 20 meeting this weekend and dealers doubt there will be any agreement on controlling currencies.
Still, so far, intervention has been more a rumor than a fact and that kept a lid on the bond market.
"Traders realize that without anticipation of heavy central bank buying the bond market doesn't really belong here," said Josh Stiles, senior bond strategist at IDEA Global. "So, it's kind of on thin ice and will be subject to the reality of central bank buying -- or rumors of buying -- near term."
Two-year notes <US2YT=RR> dipped 1/32 in price, taking yields to 2.88 percent from 2.86 percent late Thursday. The five-year note <US5YT=RR> lost 4/32, lifting yields to 3.50 percent from 3.48 percent.
Yields on the 30-year bond <US30YT=RR> edged up to 4.82 percent from 4.81 percent.
The pullback comes at the end of a perplexing week for many traders, and a frustrating one for bears. Stronger economic data, a drop in oil and a rally in stocks would typically have trashed fixed-income debt.
However, after testing and failing to break a major chart barrier on the 10-year Treasury note at 4.28 percent, yields have fallen relentlessly catching many speculators in a vicious short squeeze.
Various explanations have been offered for the counterintuitive move. The unwinding of massive long bund/short Treasury positions certainly played a part, though now it looked like these were being reestablished.
Another theme has been investors betting the yield curve will flatten still further as longer-dated debt outperforms shorter-dated maturities in an environment of rising official interest rates.
This trend has seen the spread between 10- and two-year notes shrink to just 127 basis points, the lowest since the emergency rate cuts after Sept. 11, 2001. At the start of the year the gap was out at 240 basis points.
Index-tracking funds have an added reason to shift out the yield curve this month as the U.S. government's $51 billion refunding will cause a big rise in benchmark indexes.
Early estimates are that the much-followed Lehman Treasury index will extend by a hefty 0.14 years. Funds seeking to match that will need to extend the average duration of their portfolios by buying longer-dated debt.
Another factor is simple demand and supply. While the government is issuing piles of debt, agency supply has virtually dried up, leaving yield-hungry investors desperate for any alternative.
This demand has encouraged a splurge of corporate borrowing, with investment grade issuance topping $24 billion just this week. But these flows are set to dry up as Thanksgiving marks the start of a traditional lull in issuance until the new year.
Thus with little corporate and agency supply on tap, investors may have no choice but to park their cash in Treasuries. ((Reporting by Wayne Cole; editing by Ted d'Afflisio; Reuters Messaging: [email protected]; phone 646-223-6278)) ((Multimedia versions of Reuters Top News are now available for: * 3000 Xtra: visit http://topnews.session.rservices.com
* BridgeStation: view story .134 For more information on Top News: http://topnews.reuters.com))
-------------- MARKET SNAPSHOT AT 1433 GMT -----------------------------
Dec Eurodollar <EDZ4> 97.54 (+0.00)
Dec T-Bond <USZ4> 113-19/32 (-02/32)
Dec 10-year note <TYZ4> 112-25/32 (-04/32)
Change vs Current
Nyk yield
Three-month bills<US3MT=RR> 2.11 (+0.01) 2.145
Six-month bills <US6MT=RR> 2.30 (+0.01) 2.359
Two-year note <US2YT=RR> 99-09/32 (-02/32) 2.879
Five-year note <US5YT=RR> 100-00/32 (-04/32) 3.503
10-year note <US10YT=RR> 100-31/32 (-04/32) 4.132
30-year bond <US30YT=RR> 108-08/32 (-05/32) 4.818
qui dicono che un bond fund sta ristabilendo una posizione long Bund / short T-Note , e cchecasso
US Treasuries dip, bulls pin hopes on intervention
By Wayne Cole
NEW YORK, Nov 19 (Reuters) - U.S. Treasuries ran into profit-taking on Friday after a week of often puzzling gains, though hopes of intervention-related demand put a floor under prices.
Traders also reported talk a well-known bond fund was reestablishing a long bund/short Treasury position which had proved very profitable in recent weeks. The subsequent selling sent the benchmark 10-year note <US10YT=RR> down 4/32 in price. Yields rose to 4.13 percent form 4.12 percent, though that was still well down on 4.25 percent this time last week.
Treasuries had initially rallied when the dollar sank to four-year lows against the yen after Federal Reserve Chairman Alan Greenspan said the U.S. trade deficit could not increase forever without meeting resistance from foreign investors.
Greenspan never specifically mentioned the dollar, instead recommending a cut in the U.S. budget deficit. But dealers were all too aware that, politically, an easier way to correct the trade shortfall was through a weaker currency.
"The market's reading between the lines and sees a weaker dollar written there," said one trader at a US. primary dealer. "Now, normally that would be bad for bonds, but in this case everyone's betting the Asian central banks will have to buy dollars and stay captive customers for Treasuries."
In particular, bulls hope the Bank of Japan will intervene to restrain the yen and then funnel any dollars bought into Treasuries. Foreign central banks have already bought a net $204 billion of Treasuries of this year.
The dollar is likely to be a hot topic at the Group of 20 meeting this weekend and dealers doubt there will be any agreement on controlling currencies.
Still, so far, intervention has been more a rumor than a fact and that kept a lid on the bond market.
"Traders realize that without anticipation of heavy central bank buying the bond market doesn't really belong here," said Josh Stiles, senior bond strategist at IDEA Global. "So, it's kind of on thin ice and will be subject to the reality of central bank buying -- or rumors of buying -- near term."
Two-year notes <US2YT=RR> dipped 1/32 in price, taking yields to 2.88 percent from 2.86 percent late Thursday. The five-year note <US5YT=RR> lost 4/32, lifting yields to 3.50 percent from 3.48 percent.
Yields on the 30-year bond <US30YT=RR> edged up to 4.82 percent from 4.81 percent.
The pullback comes at the end of a perplexing week for many traders, and a frustrating one for bears. Stronger economic data, a drop in oil and a rally in stocks would typically have trashed fixed-income debt.
However, after testing and failing to break a major chart barrier on the 10-year Treasury note at 4.28 percent, yields have fallen relentlessly catching many speculators in a vicious short squeeze.
Various explanations have been offered for the counterintuitive move. The unwinding of massive long bund/short Treasury positions certainly played a part, though now it looked like these were being reestablished.
Another theme has been investors betting the yield curve will flatten still further as longer-dated debt outperforms shorter-dated maturities in an environment of rising official interest rates.
This trend has seen the spread between 10- and two-year notes shrink to just 127 basis points, the lowest since the emergency rate cuts after Sept. 11, 2001. At the start of the year the gap was out at 240 basis points.
Index-tracking funds have an added reason to shift out the yield curve this month as the U.S. government's $51 billion refunding will cause a big rise in benchmark indexes.
Early estimates are that the much-followed Lehman Treasury index will extend by a hefty 0.14 years. Funds seeking to match that will need to extend the average duration of their portfolios by buying longer-dated debt.
Another factor is simple demand and supply. While the government is issuing piles of debt, agency supply has virtually dried up, leaving yield-hungry investors desperate for any alternative.
This demand has encouraged a splurge of corporate borrowing, with investment grade issuance topping $24 billion just this week. But these flows are set to dry up as Thanksgiving marks the start of a traditional lull in issuance until the new year.
Thus with little corporate and agency supply on tap, investors may have no choice but to park their cash in Treasuries. ((Reporting by Wayne Cole; editing by Ted d'Afflisio; Reuters Messaging: [email protected]; phone 646-223-6278)) ((Multimedia versions of Reuters Top News are now available for: * 3000 Xtra: visit http://topnews.session.rservices.com
* BridgeStation: view story .134 For more information on Top News: http://topnews.reuters.com))
-------------- MARKET SNAPSHOT AT 1433 GMT -----------------------------
Dec Eurodollar <EDZ4> 97.54 (+0.00)
Dec T-Bond <USZ4> 113-19/32 (-02/32)
Dec 10-year note <TYZ4> 112-25/32 (-04/32)
Change vs Current
Nyk yield
Three-month bills<US3MT=RR> 2.11 (+0.01) 2.145
Six-month bills <US6MT=RR> 2.30 (+0.01) 2.359
Two-year note <US2YT=RR> 99-09/32 (-02/32) 2.879
Five-year note <US5YT=RR> 100-00/32 (-04/32) 3.503
10-year note <US10YT=RR> 100-31/32 (-04/32) 4.132
30-year bond <US30YT=RR> 108-08/32 (-05/32) 4.818
spero.lo.0.15%
Forumer attivo
fleu..non ci capiremo una mazza pero'
DAI..E' bello
70 in giu' 55 in su 60 in giu'..adesso dovrebbe essere in su'
certo che a beccare il dondolio
DAI..E' bello
70 in giu' 55 in su 60 in giu'..adesso dovrebbe essere in su'
certo che a beccare il dondolio
Similar threads
