Derivati USA: CME-CBOT-NYMEX-ICE Bund, T-bond, T-note, Crude,....(vietato ai minori di 75aa) (1 Viewer)
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arseniolupin
Forumer storico
buondia bbbanda.... 
Commento: L'euro Bund di dicembre ha effettuato un lungo movimento laterale tra 114.70 e 114.80 punti fino all'uscita dei dati Usa delle ore 14.30 prima di rimbalzare con decisione fino 115.11 quindi indietreggiare verso 114.87. In serata, invece, si è riportato verso i massimi di giornata. Nel nostro caso, il ritorno sopra 114.85 ha favorito qualche long e il perfetto raggiungimento/superamento del 2° obiettivo posto a 115.10 (realizzato 115.11) e viceversa fino 114.85 (realizzato 114.87). Il future ha messo a segno un nuovo e importante rialzo e sembra più che mai intenzionato a raggiungere l'attuale obiettivo di breve. Attenzione tuttavia in caso di ritorno al di sopra di 114.50.
Operatività: Long su tenuta di 114.75 e sopra 114.95 con obiettivi rispettivi a 114.95 e a 115.1, poi a 115.33 e 115.5, ancora 115.78 e a 115.9. Short in caso di mancato superamento di 114.95 e sotto 114.75 con obiettivi rispettivi a 114.75 e a 114.62, poi a 114.48 e a 114.25, ancora a 114.15 e a 114.
*A cura di Giovanni Maiani - Amministratore unico Financial Research Srl
Commento: L'euro Bund di dicembre ha effettuato un lungo movimento laterale tra 114.70 e 114.80 punti fino all'uscita dei dati Usa delle ore 14.30 prima di rimbalzare con decisione fino 115.11 quindi indietreggiare verso 114.87. In serata, invece, si è riportato verso i massimi di giornata. Nel nostro caso, il ritorno sopra 114.85 ha favorito qualche long e il perfetto raggiungimento/superamento del 2° obiettivo posto a 115.10 (realizzato 115.11) e viceversa fino 114.85 (realizzato 114.87). Il future ha messo a segno un nuovo e importante rialzo e sembra più che mai intenzionato a raggiungere l'attuale obiettivo di breve. Attenzione tuttavia in caso di ritorno al di sopra di 114.50.
Operatività: Long su tenuta di 114.75 e sopra 114.95 con obiettivi rispettivi a 114.95 e a 115.1, poi a 115.33 e 115.5, ancora 115.78 e a 115.9. Short in caso di mancato superamento di 114.95 e sotto 114.75 con obiettivi rispettivi a 114.75 e a 114.62, poi a 114.48 e a 114.25, ancora a 114.15 e a 114.
*A cura di Giovanni Maiani - Amministratore unico Financial Research Srl
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US Treasuries firm on data jitters, oil rally
Mon Sep 13, 2004 05:36 PM ET
(Updates prices, comments)
By Ros Krasny
CHICAGO, Sept 13 (Reuters) - U.S. Treasury prices rose on Monday, supported by views that the week's major economic reports could increase prospects for a slower pace of official interest rate hikes.
Support stemmed from a jump in crude oil futures back above $44 per barrel as Hurricane Ivan zeroed in on oil production facilities in the Gulf of Mexico.
Federal Reserve officials recently have blamed high energy prices, in part, for a hiccup in the U.S. economic recovery. High crude oil prices, expected by some to fade away quickly, seem to be lingering.
Fresh geopolitical worries also kept a bid under Treasuries after an escalation of violence in Iraq over the last few days. At least 110 people were killed in Baghdad and other Iraqi towns on Sunday.
Bonds also got a boost from news that Fed Governor Susan Bies sees "no urgency" to raise interest rates in an economy not firing on all cylinders, even though the "main direction (of rates) is up."
Her comments, made on Sunday in Albuquerque, were consistent with ideas that the Fed could pause its program of rate increases in November or December after what is almost certain to be a quarter percentage point hike on Sept. 21.
Futures prices reflect a year-end fed funds rate of about 1.96 percent.
Other news was scarce on Monday and dealers looked ahead to monthly retail sales data due on Tuesday and the consumer price index on Thursday. Both reports could play into a slower growth, low-inflation scenario.
The 10-year note (US10YT=RR: Quote, Profile, Research) rose 11/32 for a yield of 4.14 percent, down from 4.19 percent late Friday. Resistance continues to a move below 4.13 percent, already tested a few times this month.
"If 4.13 percent is broken, look for a move down to the rising trendline at 4.02 percent as the next probable stopping point for yields," said John Kosar, senior research analyst, Bianco Research.
The 30-year bond (US30YT=RR: Quote, Profile, Research) rose 22/32 to yield 4.94 percent, down from 4.96 percent on Friday, and is near the recent low of 4.936 percent.
Five-year notes (US5YT=RR: Quote, Profile, Research) were up 6/32 to yield 3.36 percent vs. 3.41 percent, and two-year notes (US2YT=RR: Quote, Profile, Research) were up 2/32 at a yield of 2.47 percent.
The Kansas City Federal Reserve Bank on Monday released an August manufacturing index of 15, down from 20 in July -- another sign of a lingering "soft patch."
The KC index covers all or parts of seven Great Plains states. A more widely watched index from the Philadelphia Fed, covering factories in the U.S. Mid-Atlantic region, is due on Thursday.
The Treasury Department said on Monday the federal budget deficit for August fell to $41.14 billion, just above Wall Street's expectations.
"Almost all this improvement can be explained by special factors, without which the deficit would have been almost unchanged from August 2003," David Sloan, analyst at 4CAST Ltd, said in a research note.
The United States is still on track to run a record annual deficit in fiscal 2004, which ends in September. The Congressional Budget Office forecasts the deficit at $422 billion.
...e da futuresource
DJ Debt Futures Review: Consolidates Ahead Of Retail Sales, CPI
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago settled slightly
higher Monday in what was described as a consolidation session ahead of key
economic data due Tuesday and later in the week.
The futures did react some to energy prices, rising along with oil this
morning but then paring their gains with oil as the day wore on, analysts
said. Traders were also factoring in the possible effects of Hurricane Ivan.
Dec 10-year notes settled up 6.5 ticks at 112-15.5, Dec Treasury bonds
added 11 ticks to 111-14, and Mar Eurodollars closed up 2 basis points at
97.555.
"We're just consolidating in front of retail sales (Tuesday) and the
Consumer Price Index later in the week," said Lara Akin, futures analyst in
Chicago with Refco.com. "The market is kind of watching the hurricane and kind
of watching the energy market."
At one time, Oct crude traded up to $44.45, which was $1.64 higher than
Friday's close. That helped give debt futures a slight bid in the early going
on ideas that soaring energy costs could slow economic momentum, contacts
said.
Oct crude eventually gave up some of its gain, finishing up $1.06 to
$43.87, and as a result the interest-rate futures also gave up some of their
earlier gains, said Akin.
As traders try to anticipate where Hurricane Ivan will eventually come on
shore, the market has a couple of scenarios to consider, said Akin. On one
hand, this could eventually help retail sales because of the rebuilding
effort. But on the other hand, there are early worries that the hurricane
could hit offshore natural gas and oil-production platforms off of the
Louisiana coast. This could cause more rises in energy prices, which in turn
could add fuel to the worries about a spike in oil prices taking away economic
momentum.
Akin put support for the Dec 10-year notes at 112-01 and resistance at
112-22. She put support for Dec Treasury bonds at 110-23 and resistance at 111-
27.
In Mar Eurodollars, support was pegged at 97.49 and resistance at 97.59.
John Kosar, senior research analyst in Chicago with Bianco Research,
pointed out that a new trend of higher yields (which move inversely to price)
started in April when the 10-year Treasury note rose above a four-year
descending trendline. Since mid-May, however, yields have declined from around
4.90% to a Sept. 1 low of 4.08%.
"The decline has positioned yields just above some key levels that happen
to be clustered together," he said. "These levels should not be meaningfully
broken if the larger trend of higher yields is to remain intact."
He put these levels at:
-- 4.13%, the 61.8% Fiobonacci retracement of the March 17 to May 14 rise
in yields.
-- 4.02%, the June 16, 2003, rising trendline; and
-- 3.92%, the January 2000 descending trendline.
Of the latter level, he added, "a retest of this trendline would be about
the farthest yields could decline without putting the larger trend of higher
yields into question."
In Monday's trading, the yield fell as far as 4.14%.
The main economic report the Treasury market will be focusing on Tuesday
morning is retail sales at 0730 CT (1230 GMT). The forecast is for a 0.1% or
0.2% decline, although sales excluding autos are expected to be up 0.2%.
The second-quarter current account, expected to show a deficit of $161
billion, is scheduled for release at the same time.
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
(END) Dow Jones Newswires
Mon Sep 13, 2004 05:36 PM ET
(Updates prices, comments)
By Ros Krasny
CHICAGO, Sept 13 (Reuters) - U.S. Treasury prices rose on Monday, supported by views that the week's major economic reports could increase prospects for a slower pace of official interest rate hikes.
Support stemmed from a jump in crude oil futures back above $44 per barrel as Hurricane Ivan zeroed in on oil production facilities in the Gulf of Mexico.
Federal Reserve officials recently have blamed high energy prices, in part, for a hiccup in the U.S. economic recovery. High crude oil prices, expected by some to fade away quickly, seem to be lingering.
Fresh geopolitical worries also kept a bid under Treasuries after an escalation of violence in Iraq over the last few days. At least 110 people were killed in Baghdad and other Iraqi towns on Sunday.
Bonds also got a boost from news that Fed Governor Susan Bies sees "no urgency" to raise interest rates in an economy not firing on all cylinders, even though the "main direction (of rates) is up."
Her comments, made on Sunday in Albuquerque, were consistent with ideas that the Fed could pause its program of rate increases in November or December after what is almost certain to be a quarter percentage point hike on Sept. 21.
Futures prices reflect a year-end fed funds rate of about 1.96 percent.
Other news was scarce on Monday and dealers looked ahead to monthly retail sales data due on Tuesday and the consumer price index on Thursday. Both reports could play into a slower growth, low-inflation scenario.
The 10-year note (US10YT=RR: Quote, Profile, Research) rose 11/32 for a yield of 4.14 percent, down from 4.19 percent late Friday. Resistance continues to a move below 4.13 percent, already tested a few times this month.
"If 4.13 percent is broken, look for a move down to the rising trendline at 4.02 percent as the next probable stopping point for yields," said John Kosar, senior research analyst, Bianco Research.
The 30-year bond (US30YT=RR: Quote, Profile, Research) rose 22/32 to yield 4.94 percent, down from 4.96 percent on Friday, and is near the recent low of 4.936 percent.
Five-year notes (US5YT=RR: Quote, Profile, Research) were up 6/32 to yield 3.36 percent vs. 3.41 percent, and two-year notes (US2YT=RR: Quote, Profile, Research) were up 2/32 at a yield of 2.47 percent.
The Kansas City Federal Reserve Bank on Monday released an August manufacturing index of 15, down from 20 in July -- another sign of a lingering "soft patch."
The KC index covers all or parts of seven Great Plains states. A more widely watched index from the Philadelphia Fed, covering factories in the U.S. Mid-Atlantic region, is due on Thursday.
The Treasury Department said on Monday the federal budget deficit for August fell to $41.14 billion, just above Wall Street's expectations.
"Almost all this improvement can be explained by special factors, without which the deficit would have been almost unchanged from August 2003," David Sloan, analyst at 4CAST Ltd, said in a research note.
The United States is still on track to run a record annual deficit in fiscal 2004, which ends in September. The Congressional Budget Office forecasts the deficit at $422 billion.
...e da futuresource
DJ Debt Futures Review: Consolidates Ahead Of Retail Sales, CPI
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago settled slightly
higher Monday in what was described as a consolidation session ahead of key
economic data due Tuesday and later in the week.
The futures did react some to energy prices, rising along with oil this
morning but then paring their gains with oil as the day wore on, analysts
said. Traders were also factoring in the possible effects of Hurricane Ivan.
Dec 10-year notes settled up 6.5 ticks at 112-15.5, Dec Treasury bonds
added 11 ticks to 111-14, and Mar Eurodollars closed up 2 basis points at
97.555.
"We're just consolidating in front of retail sales (Tuesday) and the
Consumer Price Index later in the week," said Lara Akin, futures analyst in
Chicago with Refco.com. "The market is kind of watching the hurricane and kind
of watching the energy market."
At one time, Oct crude traded up to $44.45, which was $1.64 higher than
Friday's close. That helped give debt futures a slight bid in the early going
on ideas that soaring energy costs could slow economic momentum, contacts
said.
Oct crude eventually gave up some of its gain, finishing up $1.06 to
$43.87, and as a result the interest-rate futures also gave up some of their
earlier gains, said Akin.
As traders try to anticipate where Hurricane Ivan will eventually come on
shore, the market has a couple of scenarios to consider, said Akin. On one
hand, this could eventually help retail sales because of the rebuilding
effort. But on the other hand, there are early worries that the hurricane
could hit offshore natural gas and oil-production platforms off of the
Louisiana coast. This could cause more rises in energy prices, which in turn
could add fuel to the worries about a spike in oil prices taking away economic
momentum.
Akin put support for the Dec 10-year notes at 112-01 and resistance at
112-22. She put support for Dec Treasury bonds at 110-23 and resistance at 111-
27.
In Mar Eurodollars, support was pegged at 97.49 and resistance at 97.59.
John Kosar, senior research analyst in Chicago with Bianco Research,
pointed out that a new trend of higher yields (which move inversely to price)
started in April when the 10-year Treasury note rose above a four-year
descending trendline. Since mid-May, however, yields have declined from around
4.90% to a Sept. 1 low of 4.08%.
"The decline has positioned yields just above some key levels that happen
to be clustered together," he said. "These levels should not be meaningfully
broken if the larger trend of higher yields is to remain intact."
He put these levels at:
-- 4.13%, the 61.8% Fiobonacci retracement of the March 17 to May 14 rise
in yields.
-- 4.02%, the June 16, 2003, rising trendline; and
-- 3.92%, the January 2000 descending trendline.
Of the latter level, he added, "a retest of this trendline would be about
the farthest yields could decline without putting the larger trend of higher
yields into question."
In Monday's trading, the yield fell as far as 4.14%.
The main economic report the Treasury market will be focusing on Tuesday
morning is retail sales at 0730 CT (1230 GMT). The forecast is for a 0.1% or
0.2% decline, although sales excluding autos are expected to be up 0.2%.
The second-quarter current account, expected to show a deficit of $161
billion, is scheduled for release at the same time.
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
(END) Dow Jones Newswires
f4f
翠鸟科
ciao a tutta la bbbanda
grazie del grafico, Dan
momento topico sul bund
mm piatte, vicino al max precedente
andrebbero 'lette' le dichiarazioni di Trichet sulla 'chiara ripresa della economia'
e come sempre
ripresa economica= rialzo materie= inflazione importata
ripresa economica= =non c'è problema a rialzo tassi
rialzo tassi= giù dollaro= materie a 'minor costo'
se qualcun altro scrive stè cose.....
Gaaaastro fermamiiiiiiiiiii
grazie del grafico, Dan
momento topico sul bund
mm piatte, vicino al max precedente
andrebbero 'lette' le dichiarazioni di Trichet sulla 'chiara ripresa della economia'
e come sempre
ripresa economica= rialzo materie= inflazione importata
ripresa economica= =non c'è problema a rialzo tassi
rialzo tassi= giù dollaro= materie a 'minor costo'
se qualcun altro scrive stè cose.....
Gaaaastro fermamiiiiiiiiiii
gastronomo
Forumer storico
Buongiorno a tutti , sono tornato da poco ma sto correndo in cucina - non ho letto nè quanto ha detto Issing nè Trichet, l'unica cosa che considero è che "se non è zuppa è pan bagnato" ossia che ogni motivo , al momento, è buono per tenere alti i bond: l'Iraq, le elezioni, Ivan il tornado (o quel che è), il petrolio - in una giornata come ieri un ritracciamento, tanto ad riprendere il fiato, ci stava tutto, e invece nulla ... e che l'equity stava benino, mi pare...è chiaro che il bund inizierà a correggere quando meno me l'aspetto ed ugualmente che non sarei MAI compratore su questi livelli, dico solo che per ora non molla, incurante di tutto - poi forse, in preparazione delle aste di mercoledi e giovedì, qualcosa alleggeriscono, ma il trend è un'altra cosa - se riesco mi trovo le dichiarazioni della ECB ma mi pare chiaro che non siano delle vere e proprie dichiarazioni d'intenti - che fanno, alzano i tassi (bloccando sto schifo di ripresa) per rischiare pure di trovarsi il cambio a 1.30 (ok, ci guadagni sul petrolio, ma non esporti più una cippa...) !?
A più tardi e fate i bravi
, sono tornato da poco ma sto correndo in cucina - non ho letto nè quanto ha detto Issing nè Trichet, l'unica cosa che considero è che "se non è zuppa è pan bagnato" ossia che ogni motivo , al momento, è buono per tenere alti i bond: l'Iraq, le elezioni, Ivan il tornado (o quel che è), il petrolio - in una giornata come ieri un ritracciamento, tanto ad riprendere il fiato, ci stava tutto, e invece nulla ... e che l'equity stava benino, mi pare...è chiaro che il bund inizierà a correggere quando meno me l'aspetto ed ugualmente che non sarei MAI compratore su questi livelli, dico solo che per ora non molla, incurante di tutto - poi forse, in preparazione delle aste di mercoledi e giovedì, qualcosa alleggeriscono, ma il trend è un'altra cosa - se riesco mi trovo le dichiarazioni della ECB ma mi pare chiaro che non siano delle vere e proprie dichiarazioni d'intenti - che fanno, alzano i tassi (bloccando sto schifo di ripresa) per rischiare pure di trovarsi il cambio a 1.30 (ok, ci guadagni sul petrolio, ma non esporti più una cippa...) !?A più tardi e fate i bravi