BUND,T-BOND,T-NOTE, e altre cose strane (vietato a....)
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- Data di Inizio
gastronomo
Forumer storico
Ciao a tutti 
, Fleur ha ragione, il solito giochetto del kaiser 
DJ Debt Futures Slightly Higher As Market Eyes US Dollar
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago are near steady
to slightly higher in the early going Monday as traders keep an eye on the
U.S. dollar, analysts said.
With the greenback under pressure lately, traders figure there is a
chance that foreign central banks could intervene, said Lara Akin, financial
futures analyst in Chicago with Refco.com. If so, this would be supportive for
debt futures since those intervention dollars are likely to be put to work in
U.S. government securities.
The euro rose to an all-time high of $1.3006 against the dollar last week
and has been as strong as $1.30 again Monday. Dollar/yen has been as weak as
105.16 yen, its weakest level since April.
Some slight support also might be coming from the New York Federal
Reserve's Empire State Manufacturing Survey, said Akin. It rose to 19.76 in
November from 17.43 in October. The forecast had been for a reading of 20.5.
"It's a little bit of a disappointment," she said. "Employment is down,
so that is something people worry about and is probably offering a little bit
of support."
The employment index fell to 10.8 in November from 17.6 in October.
At 7:51 a.m. CST, Dec 10-year notes were up 5.5 ticks at 112-18, Dec
Treasury bonds were up 7 ticks at 112-19, and Jun Eurodollars were up 1 basis
point at 96.98.
Akin put nearby resistance in the Dec 10-year notes at 112-19, then 112-
26. Support was listed at 111-28.
In Dec Treasury bonds, Akin put resistance at 112-29 and support at 111-
27. In Jun Eurodollars, resistance was listed at 97.02 and support at 96.94.
Trading could be subdued Monday while traders await the Producer Price
Index Tuesday.
"We are keeping an eye on the currencies today, but we are also worried
a little bit about the inflationary numbers," said Akin.
Other reports this week include the Consumer Price Index, housing starts
and industrial production Wednesday, and the Philadelphia Fed business survey
and weekly jobless claims Thursday.
, Fleur ha ragione, il solito giochetto del kaiser DJ Debt Futures Slightly Higher As Market Eyes US Dollar
By Allen Sykora
BEND, Ore. (Dow Jones)--Interest-rate futures in Chicago are near steady
to slightly higher in the early going Monday as traders keep an eye on the
U.S. dollar, analysts said.
With the greenback under pressure lately, traders figure there is a
chance that foreign central banks could intervene, said Lara Akin, financial
futures analyst in Chicago with Refco.com. If so, this would be supportive for
debt futures since those intervention dollars are likely to be put to work in
U.S. government securities.
The euro rose to an all-time high of $1.3006 against the dollar last week
and has been as strong as $1.30 again Monday. Dollar/yen has been as weak as
105.16 yen, its weakest level since April.
Some slight support also might be coming from the New York Federal
Reserve's Empire State Manufacturing Survey, said Akin. It rose to 19.76 in
November from 17.43 in October. The forecast had been for a reading of 20.5.
"It's a little bit of a disappointment," she said. "Employment is down,
so that is something people worry about and is probably offering a little bit
of support."
The employment index fell to 10.8 in November from 17.6 in October.
At 7:51 a.m. CST, Dec 10-year notes were up 5.5 ticks at 112-18, Dec
Treasury bonds were up 7 ticks at 112-19, and Jun Eurodollars were up 1 basis
point at 96.98.
Akin put nearby resistance in the Dec 10-year notes at 112-19, then 112-
26. Support was listed at 111-28.
In Dec Treasury bonds, Akin put resistance at 112-29 and support at 111-
27. In Jun Eurodollars, resistance was listed at 97.02 and support at 96.94.
Trading could be subdued Monday while traders await the Producer Price
Index Tuesday.
"We are keeping an eye on the currencies today, but we are also worried
a little bit about the inflationary numbers," said Akin.
Other reports this week include the Consumer Price Index, housing starts
and industrial production Wednesday, and the Philadelphia Fed business survey
and weekly jobless claims Thursday.
gastronomo
Forumer storico
dan24 ha scritto:ciao Ric...crolla crolla eeee se crolla
Prima o poi se li monetizzeranno pure sti gain ... fine novembre potrebbe essere un'occasione
- al casino si aggiunge peraltro casino, bond e equity ora vanno in parallelo ... il poco che credevo di aver capito facendo finta di studiare 
non serve a una cippa...
dan24
Forumer storico
gastronomo ha scritto:dan24 ha scritto:ciao Ric...crolla crolla eeee se crolla
Prima o poi se li monetizzeranno pure sti gain ... fine novembre potrebbe essere un'occasione
già di nuovo correlazione...su qualche cosa dovranno pur portare a casa
Fleursdumal
फूल की बुराई
dan24 ha scritto:FLEU................
chè ti sei offeso perchè volevi giocare te a fiki-fiki con me?
Fleursdumal
फूल की बुराई
bravo ditro sei un cagnaccio
Euro debt-Yields rise, rate futures fall on ECB rate debate
LONDON, Nov 15 (Reuters) - Two-year euro zone government bond yields pulled away from 7-month lows, while Euribor rate futures fell on Monday after a report by Medley Global Advisors said that euro zone interest rates could rise early next year.
Bond markets have posted strong gains recently as a firm euro and weak economic growth fanned a view that the European Central Bank would leave rates steady for several months.
A source quoted the Medley report as saying: "In the first quarter of next year it is quite likely the ECB will begin to take back what for Europe has been extraordinarily low interest rates."
The source, who had seen the report, told Reuters in London that there had been no mention in the report of how large such an interest rate move could be.
At 1615 GMT, the interest rate sensitive two-year Schatz yield <EU2YT=RR> was up 2.8 basis points (bps) at 2.39 percent, above 7-month lows hit earlier at 2.336 percent.
The March Euribor future <FEIH5>, a market barometer of euro zone rate expectations, fell 3.0 bps to 97.720. It now prices in about a 45 percent chance of a quarter point rate rise.
Dealers said the report, coming in a quiet trading session with no major economic data, encouraged investors to book profits on recent hefty bond market gains.
The euro zone's soft third quarter growth suggests that the economic recovery may be weaker than expected, making it harder to predict the future direction of interest rates, ECB Executive Board member Tommaso Padoa-Schioppa told Reuters earlier. The benchmark 10-year Bund yield <EU10YT=RR> was steady at at 3.77 percent. Earlier, it hit its lowest level in around 17 months at 3.752 percent.
THE OIL FACTOR
Some analysts said a pull-back in oil prices to 7-week lows under $47 a barrel weighed on bonds, which have benefited from a perception that rising energy costs will curb economic growth.
"Oil prices are coming down, this makes the environment for a recovery in the euro area more possible," said a trader in Helsinki.
However other analysts disagreed, pointing to the recent discrepancy between the development in bonds and oil prices as proof of a decoupling in the link between the two.
"As bond markets were rallying everybody pointed to oil prices as a reason because it is going to suffocate growth and now with oil actually coming off, bond markets kept rallying. There is something else going on," said Christoph Rieger, interest rate strategist at Dresdner Kleinwort Wasserstein.
"Investors who have been short all year and traded this performance so far were now forced to put some of the money they are holding in money market accounts back to work. So that is probably the main driver that has led to this decoupling between oil prices and bond markets."
The December Bund future <FGBLZ4> fell 6 ticks to 117.79, down from a contract high hit earlier at 117.97.
Bunds outperformed Treasuries, with the 10-year yield gap 3 bps wider at 49 bps. The 10-year euro swap spread was steady at 12 basis points.
(Additional reporting by Daniel Bases) ((Reporting by Dhara Ranasinghe, Editing by Malcolm Whittaker; Reuters Messaging: [email protected], +44 207542 6745))
--------------MARKET SNAPSHOT AT 1621 GMT ------------------
Futures continuous contract basis
FUTURES CASH YIELD
THREE MONTH EURO 97.805 (-0.015) 2.080 (+0.001)
TWO-YEAR SCHATZ 106.31 (-0.08) 2.380 (+0.016)
10-YEAR BUND 117.82 (-0.03) 3.767 (-0.002)
30-YEAR BUND 4.437 (+0.014)
Current levels versus prior European close
For relative performance tables see below
-----------------------------------------------------------
LAST PREVIOUS
10-YEAR US/BUND SPREAD 49 46
10-YEAR UK/BUND SPREAD 92 95
10-YEAR BTP/BUND SPREAD 15 14
10-YEAR OAT/BUND SPREAD 6 5
10-YEAR AUSTRIA/BUND SPREAD 4 4
10-YEAR BONO/BUND SPREAD 0 0
10-YEAR EURO SWAP SPREAD 12 12
Euro debt-Yields rise, rate futures fall on ECB rate debate
LONDON, Nov 15 (Reuters) - Two-year euro zone government bond yields pulled away from 7-month lows, while Euribor rate futures fell on Monday after a report by Medley Global Advisors said that euro zone interest rates could rise early next year.
Bond markets have posted strong gains recently as a firm euro and weak economic growth fanned a view that the European Central Bank would leave rates steady for several months.
A source quoted the Medley report as saying: "In the first quarter of next year it is quite likely the ECB will begin to take back what for Europe has been extraordinarily low interest rates."
The source, who had seen the report, told Reuters in London that there had been no mention in the report of how large such an interest rate move could be.
At 1615 GMT, the interest rate sensitive two-year Schatz yield <EU2YT=RR> was up 2.8 basis points (bps) at 2.39 percent, above 7-month lows hit earlier at 2.336 percent.
The March Euribor future <FEIH5>, a market barometer of euro zone rate expectations, fell 3.0 bps to 97.720. It now prices in about a 45 percent chance of a quarter point rate rise.
Dealers said the report, coming in a quiet trading session with no major economic data, encouraged investors to book profits on recent hefty bond market gains.
The euro zone's soft third quarter growth suggests that the economic recovery may be weaker than expected, making it harder to predict the future direction of interest rates, ECB Executive Board member Tommaso Padoa-Schioppa told Reuters earlier. The benchmark 10-year Bund yield <EU10YT=RR> was steady at at 3.77 percent. Earlier, it hit its lowest level in around 17 months at 3.752 percent.
THE OIL FACTOR
Some analysts said a pull-back in oil prices to 7-week lows under $47 a barrel weighed on bonds, which have benefited from a perception that rising energy costs will curb economic growth.
"Oil prices are coming down, this makes the environment for a recovery in the euro area more possible," said a trader in Helsinki.
However other analysts disagreed, pointing to the recent discrepancy between the development in bonds and oil prices as proof of a decoupling in the link between the two.
"As bond markets were rallying everybody pointed to oil prices as a reason because it is going to suffocate growth and now with oil actually coming off, bond markets kept rallying. There is something else going on," said Christoph Rieger, interest rate strategist at Dresdner Kleinwort Wasserstein.
"Investors who have been short all year and traded this performance so far were now forced to put some of the money they are holding in money market accounts back to work. So that is probably the main driver that has led to this decoupling between oil prices and bond markets."
The December Bund future <FGBLZ4> fell 6 ticks to 117.79, down from a contract high hit earlier at 117.97.
Bunds outperformed Treasuries, with the 10-year yield gap 3 bps wider at 49 bps. The 10-year euro swap spread was steady at 12 basis points.
(Additional reporting by Daniel Bases) ((Reporting by Dhara Ranasinghe, Editing by Malcolm Whittaker; Reuters Messaging: [email protected], +44 207542 6745))
--------------MARKET SNAPSHOT AT 1621 GMT ------------------
Futures continuous contract basis
FUTURES CASH YIELD
THREE MONTH EURO 97.805 (-0.015) 2.080 (+0.001)
TWO-YEAR SCHATZ 106.31 (-0.08) 2.380 (+0.016)
10-YEAR BUND 117.82 (-0.03) 3.767 (-0.002)
30-YEAR BUND 4.437 (+0.014)
Current levels versus prior European close
For relative performance tables see below
-----------------------------------------------------------
LAST PREVIOUS
10-YEAR US/BUND SPREAD 49 46
10-YEAR UK/BUND SPREAD 92 95
10-YEAR BTP/BUND SPREAD 15 14
10-YEAR OAT/BUND SPREAD 6 5
10-YEAR AUSTRIA/BUND SPREAD 4 4
10-YEAR BONO/BUND SPREAD 0 0
10-YEAR EURO SWAP SPREAD 12 12
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