Bund,T-bond,T-note, CME,CBOT ....(vietato ai minori di 75aa)
- Creatore Discussione ditropan
- Data di Inizio
f4f
翠鸟科
dan
http://www.bundesbank.de/download/kredit/kredit_ausstattung_fs_en.pdf
tutti i tassi alla emissione dal 1999
http://www.bundesbank.de/download/kredit/kredit_ausstattung_fs_en.pdf
tutti i tassi alla emissione dal 1999
f4f
翠鸟科
proprio sulla correlazione tassi / valore del BundFuture
pensavo qualcosa....
guarda questo
http://it.finance.yahoo.com/[email protected]&f=snlcbav
è 'il sottostante'
ma non ne trovo il grafico ....
pensavo qualcosa....
guarda questo
http://it.finance.yahoo.com/[email protected]&f=snlcbav
è 'il sottostante'
ma non ne trovo il grafico ....
gastronomo
Forumer storico
DJ Debt Futures Review: Slight Dip In Reaction To Issuance, Stocks
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago finished
slightly softer Tuesday in a largely range-bound session, pushed down late in
the day by the strong tone in equities and activity related to the issuance
of corporate and agency debt.
Dec 10-year notes settled down 3 ticks at 113-25.5, Dec Treasury bonds
slipped 5 ticks to 114-06, and Jun Eurodollars edged down 1 basis point to
97.38.
The futures were in narrow ranges all day, ticking toward the bottom end
of that tight trading band in the final hour.
"You've had a lot of (corporate and agency) issuance," said Holly Liss,
vice president in Chicago with Citigroup Global Markets. "People are trying
to hedge it or swap it into a floating rate. Therefore, we are probably
coming off on that hedging process and seeing it drift a little bit lower
here.
"Stocks are also doing a little bit better. That's also helping depress
prices in the Treasuries a little bit."
As the interest-rate pits were closing, the Dow industrials were up by
around 115 points and the Nasdaq by around 6 to 7 points. Stronger equities
often results in asset-reallocation flows out of stocks and into bonds.
Overall, the futures were confined to narrow ranges. The trading band
for Dec 10-year notes was just 9.5 ticks during open-outcry hours.
The market is largely on hold awaiting upcoming events that include
gross domestic product Friday, then a busy calendar next week that includes
congressional and presidential elections, the Institute for Supply
Management's manufacturing survey and the monthly employment report, said
William Hornbarger, fixed-income strategist in St. Louis with A.G. Edwards.
"If we're going to see something, we'll see it then," said Hornbarger
about the potential for big price swings. "Until then, we're sitting here and
punching around in pretty tight ranges."
Liss listed support in the Dec 10-year notes around 113-20, which
corresponds to roughly a 4% yield. This is important on the basis of both the
technicals and from a psychological standpoint, she said.
Resistance lies around 114-03 to 114-04, which translates to roughly a
3.94% yield.
On the economic front, the Conference Board reported Tuesday morning that
its consumer-confidence index fell to 92.8 in October from 96.7 in September.
The consensus forecast had been for 94.0.
Reports on the calendar for Wednesday start with September durable-goods
orders at 0730 CT (1230 GMT). The forecast is for a 0.6% increase.
New-home sales are due out at 0900 CT (1400 GMT). Expectations are for an
annual rate of 1.15 million in September, which would be down slightly from
1.18 million in August.
The Federal Reserve's Beige Book report is due out at 1300 CT (1800
GMT).
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
(END) Dow Jones Newswires
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago finished
slightly softer Tuesday in a largely range-bound session, pushed down late in
the day by the strong tone in equities and activity related to the issuance
of corporate and agency debt.
Dec 10-year notes settled down 3 ticks at 113-25.5, Dec Treasury bonds
slipped 5 ticks to 114-06, and Jun Eurodollars edged down 1 basis point to
97.38.
The futures were in narrow ranges all day, ticking toward the bottom end
of that tight trading band in the final hour.
"You've had a lot of (corporate and agency) issuance," said Holly Liss,
vice president in Chicago with Citigroup Global Markets. "People are trying
to hedge it or swap it into a floating rate. Therefore, we are probably
coming off on that hedging process and seeing it drift a little bit lower
here.
"Stocks are also doing a little bit better. That's also helping depress
prices in the Treasuries a little bit."
As the interest-rate pits were closing, the Dow industrials were up by
around 115 points and the Nasdaq by around 6 to 7 points. Stronger equities
often results in asset-reallocation flows out of stocks and into bonds.
Overall, the futures were confined to narrow ranges. The trading band
for Dec 10-year notes was just 9.5 ticks during open-outcry hours.
The market is largely on hold awaiting upcoming events that include
gross domestic product Friday, then a busy calendar next week that includes
congressional and presidential elections, the Institute for Supply
Management's manufacturing survey and the monthly employment report, said
William Hornbarger, fixed-income strategist in St. Louis with A.G. Edwards.
"If we're going to see something, we'll see it then," said Hornbarger
about the potential for big price swings. "Until then, we're sitting here and
punching around in pretty tight ranges."
Liss listed support in the Dec 10-year notes around 113-20, which
corresponds to roughly a 4% yield. This is important on the basis of both the
technicals and from a psychological standpoint, she said.
Resistance lies around 114-03 to 114-04, which translates to roughly a
3.94% yield.
On the economic front, the Conference Board reported Tuesday morning that
its consumer-confidence index fell to 92.8 in October from 96.7 in September.
The consensus forecast had been for 94.0.
Reports on the calendar for Wednesday start with September durable-goods
orders at 0730 CT (1230 GMT). The forecast is for a 0.6% increase.
New-home sales are due out at 0900 CT (1400 GMT). Expectations are for an
annual rate of 1.15 million in September, which would be down slightly from
1.18 million in August.
The Federal Reserve's Beige Book report is due out at 1300 CT (1800
GMT).
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
(END) Dow Jones Newswires
