BUND,T-BOND,T-NOTE, e altre cose strane (vietato a....)
- Creatore Discussione Noooo
- Data di Inizio
ditropan
Forumer storico
dan24 ha scritto:
altro non so...se continuano a salire oltre queste quote veramente non saprei dove possiamo ritrovarcelo....purtroppo quando scendono i bonds non segue a dovere...mentre quando risalgono sovraperforma....e tutto sempre in un contrsto di tassi che non hanno spazi di ulteriori tagli ma al limite staranno fermi ancora per qualche mese.
e l'economia? con le borse al galoppo dovrebbe andare alla grande anche in europa mentre si legge di revisioni al ribasso del PIL zona euro uhmmm insomma da qualche parte barano...e se si riequilibria un attimo il cambio ed i flussi di moneta sonante..che sta arrivando da noi..dovremmo ritornare in tempi brevi in zona di equilibrio
ciao Dan ... condivido in apprensione la tua idea ... se vanno oltre i 118,11 in close chissà dove finisce la sua corsa.
ditropan
Forumer storico
S&P 500 .... i conti della serva .....
.. ponendo come ipotesi di partenza che si sviluppi un'onda della stessa ampiezza del rally dello scorso anno ...
rally 2003
21/11/2003 low=1035
23/01/2004 High=1150
1150-1035 = 115 punti in 10 settimane di rally
rally 2004 ... se lo equipariamo al rally 2003 in estensione
29/10/2004 low=1090
??/??/???? high=1090+115=1205
fin'ora ha fatto l'82% dell'ipotetico target (i 115 punti di salita) in sole 3 settimane.
...si insomma .... detto terra terra siamo ad un 1,7% di rialzo dello s&p per arrivare a destinazione.
Una volta i vecchietti della borsa dicevano che la salita lenta è una salita sana e duratura ... bè questa non è certo una salita lenta.
.. ponendo come ipotesi di partenza che si sviluppi un'onda della stessa ampiezza del rally dello scorso anno ...
rally 2003
21/11/2003 low=1035
23/01/2004 High=1150
1150-1035 = 115 punti in 10 settimane di rally
rally 2004 ... se lo equipariamo al rally 2003 in estensione
29/10/2004 low=1090
??/??/???? high=1090+115=1205
fin'ora ha fatto l'82% dell'ipotetico target (i 115 punti di salita) in sole 3 settimane.
...si insomma .... detto terra terra siamo ad un 1,7% di rialzo dello s&p per arrivare a destinazione.
Una volta i vecchietti della borsa dicevano che la salita lenta è una salita sana e duratura ... bè questa non è certo una salita lenta.
gastronomo
Forumer storico
DJ Debt Futures Review: Helped By Dollar, Inflation Expectations
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in the long end of the
yield curve surged Friday, with traders citing a combination of factors that
included the soft U.S. dollar and ideas that inflation data next week will be
tame, analysts said.
Buy stops were also hit, enabling prices to uptick to their highs for the
day.
Dec 10-year notes settled up 12 ticks at 112-12.5, Dec Treasury bonds
closed up 27 ticks to 112-12, and Jun Eurodollars settled up 1 basis point to
96.97.
While some of the buying has been short covering in a market that
overall has had a softer tone since last Friday's strong employment report, a
fair amount also has been fresh buying, said Frank Lesh, futures analyst in
Chicago with Rand Financial Services.
Volume was described as light on a Friday sandwiched between Thursday's
Veterans Day holiday and a weekend. These thin trading conditions may have
exaggerated the move, contacts said.
A curve-flattening trade, which favors the long end, has been occurring.
As prices ticked higher, some buy stops were triggered as Dec bonds moved
up through the area around 112 and one-half, said Lesh. They got as high as
112-25.
Stops were touched in Dec 10-year notes as they passed through the area
around 112-08, continued Lesh. They peaked at 112-19.5.
Some buying may have been helped along as traders continued to digest
the Federal Open Market Committee's statement this week and concluded future
rate hikes will be continue to gradual rather than becoming more aggressive,
said Lesh.
As prices fell lately, yields rose, with the 10-year cash yield getting
up around 4.27% this week. This might have prompted some buying, since there
appears to be a feeling that the market is range-bound between roughly 4% and
4.25%, said Lesh.
There is a perception that while the economy is improving, it's not
accelerating enough to trigger major worries about inflation, said Lesh and
Bill Hummer, senior vice president in Chicago with Wayne Hummer Investments.
The Producer Price Index is scheduled for release next Tuesday, and a
tiny gain of 0.1% is forecast for October. The Consumer Price Index is set
for Wednesday and is expected to be up only 0.2%.
"It's a subdued economy, improving but slowly," said Hummer. "Inflation
seems to be contained."
Even if there was a bump in inflation, it likely would be thought of as
a one-month spike due to gasoline prices that would not have a lasting
inflationary effect, Hummer said.
Yet another factor that could be prompting some buying interest, said
Lesh, is the weakness in the U.S. dollar. The currency fell to 105.32 yen,
nearly matching Monday's low of 105.27 that was its weakest since spring.
This has prompted ideas that if forex traders continue pushing the
greenback lower, it could prompt foreign central banks to intervene by buying
the dollar, explained Lesh. And more than likely, those dollars would then be
used to buy government securities.
Going forward, resistance can be expected in Dec 10-year notes around
113-04 and 113-18, said Lesh. Support can be expected around 111-28.5, the
low for the week hit on Wednesday, then the low of 111-16 hit last week after
a strong non-farm payrolls report for October.
Resistance in Dec bonds is expected at 113-05 and 113-30. Support is
anticipated at Wednesday's 111-08 low for the week, then last week's low of
111 even.
Resistance in Jun Eurodollars was projected at 96.99, 97.01 and 97.03.
Support was pegged at 96.93 and 96.88.
On the economic front Friday morning, the government reported that retail
sales excluding autos climbed 0.9%, topping the expectation of a 0.6% gain.
Overall retail sales rose 0.2% during October, matching the consensus
forecast.
Later in the morning, the University of Michigan reported that its mid-
November consumer-sentiment index rose to 95.5 from 91.7 at the end of
October. The consensus forecast had been for around 93.0.
-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 the long end of the
yield curve surged Friday, with traders citing a combination of factors that
included the soft U.S. dollar and ideas that inflation data next week will be
tame, analysts said.
Buy stops were also hit, enabling prices to uptick to their highs for the
day.
Dec 10-year notes settled up 12 ticks at 112-12.5, Dec Treasury bonds
closed up 27 ticks to 112-12, and Jun Eurodollars settled up 1 basis point to
96.97.
While some of the buying has been short covering in a market that
overall has had a softer tone since last Friday's strong employment report, a
fair amount also has been fresh buying, said Frank Lesh, futures analyst in
Chicago with Rand Financial Services.
Volume was described as light on a Friday sandwiched between Thursday's
Veterans Day holiday and a weekend. These thin trading conditions may have
exaggerated the move, contacts said.
A curve-flattening trade, which favors the long end, has been occurring.
As prices ticked higher, some buy stops were triggered as Dec bonds moved
up through the area around 112 and one-half, said Lesh. They got as high as
112-25.
Stops were touched in Dec 10-year notes as they passed through the area
around 112-08, continued Lesh. They peaked at 112-19.5.
Some buying may have been helped along as traders continued to digest
the Federal Open Market Committee's statement this week and concluded future
rate hikes will be continue to gradual rather than becoming more aggressive,
said Lesh.
As prices fell lately, yields rose, with the 10-year cash yield getting
up around 4.27% this week. This might have prompted some buying, since there
appears to be a feeling that the market is range-bound between roughly 4% and
4.25%, said Lesh.
There is a perception that while the economy is improving, it's not
accelerating enough to trigger major worries about inflation, said Lesh and
Bill Hummer, senior vice president in Chicago with Wayne Hummer Investments.
The Producer Price Index is scheduled for release next Tuesday, and a
tiny gain of 0.1% is forecast for October. The Consumer Price Index is set
for Wednesday and is expected to be up only 0.2%.
"It's a subdued economy, improving but slowly," said Hummer. "Inflation
seems to be contained."
Even if there was a bump in inflation, it likely would be thought of as
a one-month spike due to gasoline prices that would not have a lasting
inflationary effect, Hummer said.
Yet another factor that could be prompting some buying interest, said
Lesh, is the weakness in the U.S. dollar. The currency fell to 105.32 yen,
nearly matching Monday's low of 105.27 that was its weakest since spring.
This has prompted ideas that if forex traders continue pushing the
greenback lower, it could prompt foreign central banks to intervene by buying
the dollar, explained Lesh. And more than likely, those dollars would then be
used to buy government securities.
Going forward, resistance can be expected in Dec 10-year notes around
113-04 and 113-18, said Lesh. Support can be expected around 111-28.5, the
low for the week hit on Wednesday, then the low of 111-16 hit last week after
a strong non-farm payrolls report for October.
Resistance in Dec bonds is expected at 113-05 and 113-30. Support is
anticipated at Wednesday's 111-08 low for the week, then last week's low of
111 even.
Resistance in Jun Eurodollars was projected at 96.99, 97.01 and 97.03.
Support was pegged at 96.93 and 96.88.
On the economic front Friday morning, the government reported that retail
sales excluding autos climbed 0.9%, topping the expectation of a 0.6% gain.
Overall retail sales rose 0.2% during October, matching the consensus
forecast.
Later in the morning, the University of Michigan reported that its mid-
November consumer-sentiment index rose to 95.5 from 91.7 at the end of
October. The consensus forecast had been for around 93.0.
-By Allen Sykora; Dow Jones Newswires; 541-318-8765;
[email protected]
(END) Dow Jones Newswires
spero.lo.0.15%
Forumer attivo
buongiorno a tutti 
AIUTOOOOOOOOOOOOO....
azz... sono sh da 76 da venerdi...apro la connessione a dorecta e non funziona
sono al buoio completo
mi dite per cortesia l'apertura del bund e quanto e' adesso ? grazie mille
e se qualche anima gentile mi tiene informato real time gliene sarei grato
AIUTOOOOOOOOOOOOO....
azz... sono sh da 76 da venerdi...apro la connessione a dorecta e non funziona
sono al buoio completo
mi dite per cortesia l'apertura del bund e quanto e' adesso ? grazie mille
e se qualche anima gentile mi tiene informato real time gliene sarei grato
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