Derivati USA: CME-CBOT-NYMEX-ICE Bund, T-bond, T-note, Crude,....(vietato ai minori di 75aa) (16 lettori)
- Creatore Discussione Noooo
- Data di Inizio
Fleursdumal
फूल की बुराई
ciao cesare
questo retrace è capitato a fagiuolo
domenico ad ora il Bund ha avuto un range di oscillazione intraday di 250€ , il 10y t-note di 500$ , ma è noto il diverso grado volatilità degli strumenti, a compensazione aggiungi il fatto che la figura del Bund è suddivisa in 100 ticks quella del 10y T-Note in 64tick e il valore del cambio.
questo retrace è capitato a fagiuolo
domenico ad ora il Bund ha avuto un range di oscillazione intraday di 250€ , il 10y t-note di 500$ , ma è noto il diverso grado volatilità degli strumenti, a compensazione aggiungi il fatto che la figura del Bund è suddivisa in 100 ticks quella del 10y T-Note in 64tick e il valore del cambio.
Fleursdumal
फूल की बुराई
Fleursdumal ha scritto:ciao cesare, ciao andrea
questo retrace è capitato a fagiuolo
domenico ad ora il Bund ha avuto un range di oscillazione intraday di 250€ , il 10y t-note di 500$ , ma è noto il diverso grado volatilità degli strumenti, a compensazione aggiungi il fatto che la figura del Bund è suddivisa in 100 ticks quella del 10y T-Note in 64tick e il valore del cambio.
spero.lo.0.15%
Forumer attivo
Fleursdumal ha scritto:Fleursdumal ha scritto:ciao cesare, ciao andrea
questo retrace è capitato a fagiuolo
domenico ad ora il Bund ha avuto un range di oscillazione intraday di 250€ , il 10y t-note di 500$ , ma è noto il diverso grado volatilità degli strumenti, a compensazione aggiungi il fatto che la figura del Bund è suddivisa in 100 ticks quella del 10y T-Note in 64tick e il valore del cambio.
grazie fleu...
accidenti...ma 'sto bund non vuole mollare....@@@@@@!!!!!!
speriamo in una chiusura sui 115.20...ma ci dubito
buon w.e. a tutti
domenico
ditropan
Forumer storico
ciao bbanda oggi assente tutto il dì per i preparativi di domani (matrimonio di mio cugino) .. ci si sente penso domenica che vedrò di farmi un quadro sulla situazione .... intanto mi hanno dato l'opportunità di chiudere 2 tbond e non ci ho pensato un minuto.
... situation sul tbond ..
... e lunedì mi sa che qualcosa scarico pure sul bund.
buon we a tutti
... situation sul tbond ..
... e lunedì mi sa che qualcosa scarico pure sul bund.
buon we a tutti
gastronomo
Forumer storico
US Treasuries erode on position-evening before Fed
Fri Sep 17, 2004 05:19 PM ET
(Updates prices)
CHICAGO, Sept 17 (Reuters) - U.S. Treasury debt prices slipped on Friday after a key consumer sentiment report was not as weak as some dealers had suspected, triggering some profit-taking after Thursday's brisk rally.
With benchmark yields already at five-month lows, data needs to be especially weak to generate more buying interest.
"A cessation of the strong buying which allowed the market to enter such rarefied air was more the cause (of the decline) than any overt selling," said Ken Logan, managing analyst at IFR Markets.
The 10-year Treasury note (US10YT=RR: Quote, Profile, Research) fell 9/32 for a yield of 4.11 percent, up from 4.07 percent late Thursday and an early-Friday low of 4.05 percent.
Market players see the next resistance levels at 4.135 percent and then 4.20 percent; the 4.00 percent yield is expected to be tough to break on the downside.
In Friday's sole major report, the University of Michigan's index of consumer sentiment slipped to 95.8 in September from 95.9. The median forecast had been for an increase to 96.5 but dealers had leaned toward a softer number.
The index has been essentially unchanged for four months and has been between 90 and 97 points for 10 of the past 11.
"This relative stability has been remarkable given the ebbs and flows in job creation, the equity markets, the conflict in Iraq, the election campaign, interest rates and gasoline prices," said Steven Wood, economist at Insight Economics.
All eyes are now on Tuesday's Federal Open Market Committee monetary policy-setting meeting. Any shift in the Fed's post-meeting commentary from recent installments could set the tone for fixed-income markets for several weeks, dealers said.
"The statement following the meeting will be carefully scrutinized for any sign of future plans," said Richard Gilhooly, fixed-income market strategist at BNP Paribas.
Dealers are keen to see if the Fed refers to high energy prices in its statement, as it did in August.
Crude oil futures prices (CLc1: Quote, Profile, Research) ended at a three-week high on Friday on worries about a succession of storms that could damage Gulf of Mexico production facilities.
The 30-year bond (US30YT=RR: Quote, Profile, Research) was down 12/32, yielding 4.91 percent, up from 4.88 percent. Long bond yields are approaching major resistance half-way between 2003 lows and 2004 highs.
Five-year notes (US5YT=RR: Quote, Profile, Research) were down 7/32 to yield 3.33 percent vs. 3.27 percent, and two-year notes (US2YT=RR: Quote, Profile, Research) were down 3/32 at a yield of 2.48 percent.
Market expectations still call for the Fed to raise interest rates by a quarter percentage point at its meeting on Tuesday, although there has been growing speculation that the central bank may go slower on rate increase from there.
"Expect the FOMC to promise a continuation of its 'measured pace,' which should set us up for one more 25 basis points increase before the end of the year," said Carl Tannenbaum, chief economist with LaSalle Bank.
Also on Friday, the Economic Cycle Research Institute's weekly index slipped to 131.7 from 132.5. The index's annualized growth rate was steady at -0.2 percent.
"The continued weakness in a number of components of the index suggests that it's more than just high oil prices that are ailing the economy," said Lakshman Achuthan, managing director of ECRI.
e da futuresource
DJ Debt Futures Review: Profit Taking In Wake Of Thursday Gains
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago settled lower
Friday due to profit taking in the wake of a sharp run-up on Thursday, traders
and analysts said.
During Thursday and the overnight trading, Dec bonds and 10-year notes hit
their highest levels since spring after Thursday's tame Consumer Price Index
report and soft Philadelphia Fed survey. The market gave back some of those
gains Friday, with nearby Eurodollars getting hit hardest on a relative basis,
traders said.
"We think it's profit taking before the weekend," said Craig Ross,
president of ApexFutures.com in Chicago. "Bonds had a good week, especially
(Thursday). We're giving back some of those gains, with some guys wanting to
take some money off of the table."
Dec 10-year notes settled down 12 ticks at 112-22, Dec Treasury bonds
lost 19 ticks to 111-28, and Mar Eurodollars fell 8.5 basis points to 97.56.
Roseanne Briggen, senior market analyst in New York with Informa Global
Markets, said those who think the trend is higher in rates stepped in as
sellers when it appeared the yield wasn't going any lower. The 10-year
Treasury yield bottomed Friday at 4.056%, essentially holding around
Thursday's low of 4.057%.
"The fact that the 10-year yield didn't go any lower, there was no
urgency for anybody to buy," she said.
Thus, those market participants who had doubts about the sustainability
of Thursday's sharp rally opted to sell or book profits on short-term long
positions, contacts said.
Sell stops were triggered as the Sep bonds dipped below the 112-03 area,
said Ross. Stops were hit in Dec 10-year notes as the futures slid under 112-
30, said Ross.
While Eurodollars fell hardest, there did not appear to be as many stops
hit as in the longer end of the curve, said Ross. The key support is around
Thursday's 97.555 open-outcry low, where the market also stopped on Friday.
The lone report of the day showed that the University of Michigan's
consumer-sentiment index came in at 95.8, little changed from 95.9 at the end
of August.
"That hardly moved, so it didn't give the market any incentive to move in
either direction," said Briggen. "So the selling won out.
"Also, there was some rate-lock selling versus future corporate deals. I
think the only thing that kept the market from going even lower was some large
options-related trades by mortgage services. They were on the buy side. If it
hadn't been for that, I think we'd be a lot lower."
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
Fri Sep 17, 2004 05:19 PM ET
(Updates prices)
CHICAGO, Sept 17 (Reuters) - U.S. Treasury debt prices slipped on Friday after a key consumer sentiment report was not as weak as some dealers had suspected, triggering some profit-taking after Thursday's brisk rally.
With benchmark yields already at five-month lows, data needs to be especially weak to generate more buying interest.
"A cessation of the strong buying which allowed the market to enter such rarefied air was more the cause (of the decline) than any overt selling," said Ken Logan, managing analyst at IFR Markets.
The 10-year Treasury note (US10YT=RR: Quote, Profile, Research) fell 9/32 for a yield of 4.11 percent, up from 4.07 percent late Thursday and an early-Friday low of 4.05 percent.
Market players see the next resistance levels at 4.135 percent and then 4.20 percent; the 4.00 percent yield is expected to be tough to break on the downside.
In Friday's sole major report, the University of Michigan's index of consumer sentiment slipped to 95.8 in September from 95.9. The median forecast had been for an increase to 96.5 but dealers had leaned toward a softer number.
The index has been essentially unchanged for four months and has been between 90 and 97 points for 10 of the past 11.
"This relative stability has been remarkable given the ebbs and flows in job creation, the equity markets, the conflict in Iraq, the election campaign, interest rates and gasoline prices," said Steven Wood, economist at Insight Economics.
All eyes are now on Tuesday's Federal Open Market Committee monetary policy-setting meeting. Any shift in the Fed's post-meeting commentary from recent installments could set the tone for fixed-income markets for several weeks, dealers said.
"The statement following the meeting will be carefully scrutinized for any sign of future plans," said Richard Gilhooly, fixed-income market strategist at BNP Paribas.
Dealers are keen to see if the Fed refers to high energy prices in its statement, as it did in August.
Crude oil futures prices (CLc1: Quote, Profile, Research) ended at a three-week high on Friday on worries about a succession of storms that could damage Gulf of Mexico production facilities.
The 30-year bond (US30YT=RR: Quote, Profile, Research) was down 12/32, yielding 4.91 percent, up from 4.88 percent. Long bond yields are approaching major resistance half-way between 2003 lows and 2004 highs.
Five-year notes (US5YT=RR: Quote, Profile, Research) were down 7/32 to yield 3.33 percent vs. 3.27 percent, and two-year notes (US2YT=RR: Quote, Profile, Research) were down 3/32 at a yield of 2.48 percent.
Market expectations still call for the Fed to raise interest rates by a quarter percentage point at its meeting on Tuesday, although there has been growing speculation that the central bank may go slower on rate increase from there.
"Expect the FOMC to promise a continuation of its 'measured pace,' which should set us up for one more 25 basis points increase before the end of the year," said Carl Tannenbaum, chief economist with LaSalle Bank.
Also on Friday, the Economic Cycle Research Institute's weekly index slipped to 131.7 from 132.5. The index's annualized growth rate was steady at -0.2 percent.
"The continued weakness in a number of components of the index suggests that it's more than just high oil prices that are ailing the economy," said Lakshman Achuthan, managing director of ECRI.
e da futuresource
DJ Debt Futures Review: Profit Taking In Wake Of Thursday Gains
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago settled lower
Friday due to profit taking in the wake of a sharp run-up on Thursday, traders
and analysts said.
During Thursday and the overnight trading, Dec bonds and 10-year notes hit
their highest levels since spring after Thursday's tame Consumer Price Index
report and soft Philadelphia Fed survey. The market gave back some of those
gains Friday, with nearby Eurodollars getting hit hardest on a relative basis,
traders said.
"We think it's profit taking before the weekend," said Craig Ross,
president of ApexFutures.com in Chicago. "Bonds had a good week, especially
(Thursday). We're giving back some of those gains, with some guys wanting to
take some money off of the table."
Dec 10-year notes settled down 12 ticks at 112-22, Dec Treasury bonds
lost 19 ticks to 111-28, and Mar Eurodollars fell 8.5 basis points to 97.56.
Roseanne Briggen, senior market analyst in New York with Informa Global
Markets, said those who think the trend is higher in rates stepped in as
sellers when it appeared the yield wasn't going any lower. The 10-year
Treasury yield bottomed Friday at 4.056%, essentially holding around
Thursday's low of 4.057%.
"The fact that the 10-year yield didn't go any lower, there was no
urgency for anybody to buy," she said.
Thus, those market participants who had doubts about the sustainability
of Thursday's sharp rally opted to sell or book profits on short-term long
positions, contacts said.
Sell stops were triggered as the Sep bonds dipped below the 112-03 area,
said Ross. Stops were hit in Dec 10-year notes as the futures slid under 112-
30, said Ross.
While Eurodollars fell hardest, there did not appear to be as many stops
hit as in the longer end of the curve, said Ross. The key support is around
Thursday's 97.555 open-outcry low, where the market also stopped on Friday.
The lone report of the day showed that the University of Michigan's
consumer-sentiment index came in at 95.8, little changed from 95.9 at the end
of August.
"That hardly moved, so it didn't give the market any incentive to move in
either direction," said Briggen. "So the selling won out.
"Also, there was some rate-lock selling versus future corporate deals. I
think the only thing that kept the market from going even lower was some large
options-related trades by mortgage services. They were on the buy side. If it
hadn't been for that, I think we'd be a lot lower."
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
Andrea 53
Forumer storico
ditropan ha scritto:Allora Fleurs ... oggi 19 settembre è il fatidico giorno !!!
E' nata la nuova stella ???
:argy: :argy:
nell'attesa di sapere la risposta da Fleur...
auguri per il tuo compleanno ...che se ho capito bene è oggi
per TUTTI andate al CAFFE a vedere le "cazzatine by GUALTI "
ce nè per tutti
ditropan
Forumer storico
Andrea 53 ha scritto:ditropan ha scritto:Allora Fleurs ... oggi 19 settembre è il fatidico giorno !!!
E' nata la nuova stella ???
:argy: :argy:
nell'attesa di sapere la risposta da Fleur...
auguri per il tuo compleanno ...che se ho capito bene è oggi
per TUTTI andate al CAFFE a vedere le "cazzatine by GUALTI "
ce nè per tutti
un grazie di cuore a te e agli altri per il pensiero
...oggi festa finita dunque iniziamo la giornata con l'aggiornamento sul bund ....
