Derivati USA: CME-CBOT-NYMEX-ICE Bund, T-bond, T-note, ecc (vietato ai minori di 8,33 anni)
- Creatore Discussione dan24
- Data di Inizio
arseniolupin
Forumer storico
troppogrossa la img andreag
se vede solo la bara
se vede solo la bara
Fleursdumal
फूल की बुराई
andreag mettici più impegno 
r1 superate in tromba ed estremo dello spike sul dato raggiunto, ora manca qualche tick alla copertura del gap e poi c'è il max rel a 111,5 su cui giocarsi la partita, superato quello ci sono r2 a 111,6563 e poi 112. Questi i livelli al rialzo. Lo spread ora asseconda il rialzo e sta per riportarsi su 1,5 bp , insomma quella di ieri è stata una finta con relativa presa per il chiulo e fottio di stop presi sotto 110,5
gnocca di consolazione
r1 superate in tromba ed estremo dello spike sul dato raggiunto, ora manca qualche tick alla copertura del gap e poi c'è il max rel a 111,5 su cui giocarsi la partita, superato quello ci sono r2 a 111,6563 e poi 112. Questi i livelli al rialzo. Lo spread ora asseconda il rialzo e sta per riportarsi su 1,5 bp , insomma quella di ieri è stata una finta con relativa presa per il chiulo e fottio di stop presi sotto 110,5
gnocca di consolazione
Fleursdumal
फूल की बुराई
gli aggiornamenti del guru della geometria frattale in data 14agosto:
Here is an update on several open long term targets in
multiple markets. I will also supplement these longer term
targets with periodic short term targets for some of these
markets as well.
Both short term targets given out this week were filtered
using our new timing model and both targets were rapid
winners with little draw down before achieving their Zero
Vector targets. Coffee is still in its down trend, as
indicated by our timing model, and has still not issued a
buy signal, indicating that it is still not ready to move
to our longer term bullish target.
The moral of the story is that, in the future, I will
strive to habitually filter almost all Zero Vector price
targets with our new timing model before I give them to
you, just as I do now before placing a trade. This should
decrease potential drawdowns and shorten the time it takes
for a market to reach a target.
I have come a long way, but the journey to perfect my craft
and improve my market analysis and trade timing will
continue for the rest of my life. While I am perfecting my
craft, I plan to turn a few thousandaires into
millionaires, and a few millionaires into billionaires.
Profitable trading!
Thanks.
Nadilifu Kazana, CTA
www.zerovector.com
Market Updates:
US (T Bonds): On 7-22-04, I said "...the Sept. US is
trading at 108-10. It now has a Zero Vector target of
103-00 by approximately 8-30-04 (+ or -)." I am now
adjusting the long term Zero Vector target to a more
bearish 100-00 for the December contract, and adjusting the
estimated time of arrival to 10-15-04 (+ or -). In other
words, I am expecting higher interest rates between now and
October.
DX (Dollar Index): On 7-13-04, I said "...the Dollar Index
closed at 88.01. It now has a Zero Vector target of 94.00
by approximately 8-30-04 (+ or -)." The long term target
price of 94 is still valid, but I am adjusting the
estimated time of arrival to 9-30-04 (+ or -). Higher
interest rates should equate to dollar rebound between now
and October.
EC (Euro): On 7-13-04, I said "...the Euro closed at
1.2319. It now has a Zero Vector of 1.1600 by approximately
8-30-04 (+ or -)." The long term target of 1.1600 is still
valid, but I am adjusting the estimated time of arrival to
9-30-04 (+ or -). I am sure that you savvy currency
traders know what kind of profits can be made between now
and the target date if this forecast is correct.
AD (Australian Dollar): On 7-22-04, I said "...the AD is
trading at 0.7128. It now has a Zero Vector target of .6500
by approximately 8-30-04 (+ or -)." The long term target of
6500 is still valid, but I am adjusting the estimated time
of arrival to 9-30-04 (+ or -).
GC (GOLD): On 7-15-04, I said "Gold closed at 404.4. It now
has a Zero Vector target of 365.0 by approximately 8-30-04
(+ or -)." The long term target of 365.0 is still valid,
but I am adjusting the estimated time of arrival to 9-30-04
(+ or -).
KC (Coffee): Trend is still down at the moment. I am long
term bullish but our timing model has still not issued a
buy signal at this time. I am now standing aside and will
not comment on this market further until our timing model
indicates a buy signal.
XAU (Gold and Silver Sector Index): On 8-9-04, I said
"...the XAU index closed at 86.32. I now have a Zero Vector
target of 73 which could be reached by approximately
8-30-04 (+ or -)." The long term target of 73 is still
valid, but I am adjusting the estimated time of arrival to
9-30-04 (+ or -).
Here is an update on several open long term targets in
multiple markets. I will also supplement these longer term
targets with periodic short term targets for some of these
markets as well.
Both short term targets given out this week were filtered
using our new timing model and both targets were rapid
winners with little draw down before achieving their Zero
Vector targets. Coffee is still in its down trend, as
indicated by our timing model, and has still not issued a
buy signal, indicating that it is still not ready to move
to our longer term bullish target.
The moral of the story is that, in the future, I will
strive to habitually filter almost all Zero Vector price
targets with our new timing model before I give them to
you, just as I do now before placing a trade. This should
decrease potential drawdowns and shorten the time it takes
for a market to reach a target.
I have come a long way, but the journey to perfect my craft
and improve my market analysis and trade timing will
continue for the rest of my life. While I am perfecting my
craft, I plan to turn a few thousandaires into
millionaires, and a few millionaires into billionaires.
Profitable trading!
Thanks.
Nadilifu Kazana, CTA
www.zerovector.com
Market Updates:
US (T Bonds): On 7-22-04, I said "...the Sept. US is
trading at 108-10. It now has a Zero Vector target of
103-00 by approximately 8-30-04 (+ or -)." I am now
adjusting the long term Zero Vector target to a more
bearish 100-00 for the December contract, and adjusting the
estimated time of arrival to 10-15-04 (+ or -). In other
words, I am expecting higher interest rates between now and
October.
DX (Dollar Index): On 7-13-04, I said "...the Dollar Index
closed at 88.01. It now has a Zero Vector target of 94.00
by approximately 8-30-04 (+ or -)." The long term target
price of 94 is still valid, but I am adjusting the
estimated time of arrival to 9-30-04 (+ or -). Higher
interest rates should equate to dollar rebound between now
and October.
EC (Euro): On 7-13-04, I said "...the Euro closed at
1.2319. It now has a Zero Vector of 1.1600 by approximately
8-30-04 (+ or -)." The long term target of 1.1600 is still
valid, but I am adjusting the estimated time of arrival to
9-30-04 (+ or -). I am sure that you savvy currency
traders know what kind of profits can be made between now
and the target date if this forecast is correct.
AD (Australian Dollar): On 7-22-04, I said "...the AD is
trading at 0.7128. It now has a Zero Vector target of .6500
by approximately 8-30-04 (+ or -)." The long term target of
6500 is still valid, but I am adjusting the estimated time
of arrival to 9-30-04 (+ or -).
GC (GOLD): On 7-15-04, I said "Gold closed at 404.4. It now
has a Zero Vector target of 365.0 by approximately 8-30-04
(+ or -)." The long term target of 365.0 is still valid,
but I am adjusting the estimated time of arrival to 9-30-04
(+ or -).
KC (Coffee): Trend is still down at the moment. I am long
term bullish but our timing model has still not issued a
buy signal at this time. I am now standing aside and will
not comment on this market further until our timing model
indicates a buy signal.
XAU (Gold and Silver Sector Index): On 8-9-04, I said
"...the XAU index closed at 86.32. I now have a Zero Vector
target of 73 which could be reached by approximately
8-30-04 (+ or -)." The long term target of 73 is still
valid, but I am adjusting the estimated time of arrival to
9-30-04 (+ or -).
Fleursdumal
फूल की बुराई
Bonjour ai superstiti agostani
nella sessione notturna il T-bond è sui massimi relativi
poco fa la MPC della BoE ha votato all'unanimità un nuovo rialzo dei tassi di un quarto di punto per la fine di agosto
INSTANT VIEW-BoE's MPC voted 9-0 for Aug rate rise
LONDON, Aug 18 (Reuters) - Following is a selection of economists' reactions to minutes from the Bank of England's August meeting, which revealed all nine members of the Monetary Policy Committee voted to raise interest rates by a quarter point to 4.75 percent.
JONATHAN LOYNES, UK ECONOMIST, CAPITAL ECONOMICS
"In the light of last week's Inflation Report, August's MPC minutes did not bring any surprises and are consistent with the view that interest rates are nearing their peak. "One member -- most probably Sir Andrew large -- also thought that the continued growth in household debt increased the risk of a sharp slowdown in household spending.
"However, aside from saying there is a downside risk to a more abrupt correction in house prices, there appear to be no further clues as to the MPC's thinking on the housing market.
"We think that the MPC will err on the side of caution in its attempt to take the steam out of the housing market and will raise rates twice more -- once in November and then in February.
"But a sharper housing slowdown next year than the Bank currently expects is likely to result in falling rates in H2 - something that the markets are not yet discounting."
ROSS WALKER, ECONOMIST, RBS FINANCIAL MARKETS
"It seems there wasn't any great angst against voting for the quarter point hike."
"This seems consistent with one more quarter point rise this year and possibly one more early next year."
ALAN CASTLE, UK ECONOMIST, LEHMAN BROTHERS
"I'm not sure it's that much of a surprise after the Inflation Report. We got a pretty clear message last week that the Bank is more dovish than it was in May, and the minutes just confirm that was the right interpretation.
"More generally what it means is that there isn't a particularly high chance of further near-term monetary tightening and it means all eyes will be on the Inflation Report in November."
GEORGE BUCKLEY, UK ECONOMIST, DEUTSCHE BANK
"I'm not sure it's that dovish at all. They didn't really give zero (rate move) much of a chance, it looked like 25 basis points was always the more favoured option.
"I'm not really sure it says a great deal we didn't know already.
"It just emphasises how consensual the MPC has been in recent months.
"But they think that the risks are quite high at the moment, and I think that just reflects how worried they are about dwelling too much on the central scenario, something they emphasised at the Inflation Report press conference
UPDATE 1-Bank of England MPC voted 9-0 for August rate rise
(adds more details, analyst quotes, market reaction)
By Sumeet Desai and Anchalee Worrachate
LONDON, Aug 18 (Reuters) - All nine members of the Bank of England's Monetary Policy Committee voted to raise interest rates by a quarter-point to 4.75 percent this month, minutes of their Aug 4-5 meeting showed on Wednesday.
The minutes revealed that there was no discussion of a half-point rate rise as had been recommended by some analysts and as there had been in May, suggesting the central bank was in no hurry to raise interest rates again.
Short sterling interest rate futures promptly rose.
The latest decision was made in the light of the BoE's forecasts published last week, which showed inflation rising to its 2.0 percent target in two years if interest rates rose in line with bond market expectations -- probably just one more hike by the end of the year.
The news that the bank's decision was unanimous had been expected by analysts.
"It seems there wasn't any great angst against voting for the quarter point hike," Ross Walker, economist at RBS Financial Markets, said. "The minutes were consistent with the MPC's recent more relaxed tone on the housing market and consumer debt.
The BoE has raised interest rates five times and by a total of 125 basis points since November to cool booming house prices and consumer spending. But many analysts believe the tightening cycle is now close to its peak with only one or two more rate hikes ahead. The MPC also considered arguments for keeping rates steady at 4.5 percent but did not find them persuasive.
Instead, there were several arguments for raising borrowing costs by a quarter-point -- most notably that a hike was needed if inflation was to hit its 2.0 percent target.
"First and foremost, the Committee's forecasts, whether based on the market yield curve or the constant interest rate assumption, suggested that an increase would be consistent with bringing CPI inflation back to its 2.0 percent target," the minutes said.
DEBT A WORRY?
The BoE also said that while the risks to both growth and inflation were broadly balanced, some MPC members were more worried about the upside risks to inflation materialising because of the effect that could have on price expectations.
One member, probably BoE Deputy Governor Andrew Large, was particularly worried by the rapid rise in consumer debt -- outstanding borrowing passed the trillion-pound mark in June.
"A rise in the repo rate now would help to reduce the difficulties that could pose for monetary policy in the future," that member argued, according to the minutes.
The MPC also noted, as it did last week, that there were more signs that house price inflation might be moderating but that big uncertanties about this remained.
The minutes said that a more abrupt house price correction than the rapid slowdown the BoE was currently predicting was possible and this could push spending growth down sharply.
nella sessione notturna il T-bond è sui massimi relativi
poco fa la MPC della BoE ha votato all'unanimità un nuovo rialzo dei tassi di un quarto di punto per la fine di agosto
INSTANT VIEW-BoE's MPC voted 9-0 for Aug rate rise
LONDON, Aug 18 (Reuters) - Following is a selection of economists' reactions to minutes from the Bank of England's August meeting, which revealed all nine members of the Monetary Policy Committee voted to raise interest rates by a quarter point to 4.75 percent.
JONATHAN LOYNES, UK ECONOMIST, CAPITAL ECONOMICS
"In the light of last week's Inflation Report, August's MPC minutes did not bring any surprises and are consistent with the view that interest rates are nearing their peak. "One member -- most probably Sir Andrew large -- also thought that the continued growth in household debt increased the risk of a sharp slowdown in household spending.
"However, aside from saying there is a downside risk to a more abrupt correction in house prices, there appear to be no further clues as to the MPC's thinking on the housing market.
"We think that the MPC will err on the side of caution in its attempt to take the steam out of the housing market and will raise rates twice more -- once in November and then in February.
"But a sharper housing slowdown next year than the Bank currently expects is likely to result in falling rates in H2 - something that the markets are not yet discounting."
ROSS WALKER, ECONOMIST, RBS FINANCIAL MARKETS
"It seems there wasn't any great angst against voting for the quarter point hike."
"This seems consistent with one more quarter point rise this year and possibly one more early next year."
ALAN CASTLE, UK ECONOMIST, LEHMAN BROTHERS
"I'm not sure it's that much of a surprise after the Inflation Report. We got a pretty clear message last week that the Bank is more dovish than it was in May, and the minutes just confirm that was the right interpretation.
"More generally what it means is that there isn't a particularly high chance of further near-term monetary tightening and it means all eyes will be on the Inflation Report in November."
GEORGE BUCKLEY, UK ECONOMIST, DEUTSCHE BANK
"I'm not sure it's that dovish at all. They didn't really give zero (rate move) much of a chance, it looked like 25 basis points was always the more favoured option.
"I'm not really sure it says a great deal we didn't know already.
"It just emphasises how consensual the MPC has been in recent months.
"But they think that the risks are quite high at the moment, and I think that just reflects how worried they are about dwelling too much on the central scenario, something they emphasised at the Inflation Report press conference
UPDATE 1-Bank of England MPC voted 9-0 for August rate rise
(adds more details, analyst quotes, market reaction)
By Sumeet Desai and Anchalee Worrachate
LONDON, Aug 18 (Reuters) - All nine members of the Bank of England's Monetary Policy Committee voted to raise interest rates by a quarter-point to 4.75 percent this month, minutes of their Aug 4-5 meeting showed on Wednesday.
The minutes revealed that there was no discussion of a half-point rate rise as had been recommended by some analysts and as there had been in May, suggesting the central bank was in no hurry to raise interest rates again.
Short sterling interest rate futures promptly rose.
The latest decision was made in the light of the BoE's forecasts published last week, which showed inflation rising to its 2.0 percent target in two years if interest rates rose in line with bond market expectations -- probably just one more hike by the end of the year.
The news that the bank's decision was unanimous had been expected by analysts.
"It seems there wasn't any great angst against voting for the quarter point hike," Ross Walker, economist at RBS Financial Markets, said. "The minutes were consistent with the MPC's recent more relaxed tone on the housing market and consumer debt.
The BoE has raised interest rates five times and by a total of 125 basis points since November to cool booming house prices and consumer spending. But many analysts believe the tightening cycle is now close to its peak with only one or two more rate hikes ahead. The MPC also considered arguments for keeping rates steady at 4.5 percent but did not find them persuasive.
Instead, there were several arguments for raising borrowing costs by a quarter-point -- most notably that a hike was needed if inflation was to hit its 2.0 percent target.
"First and foremost, the Committee's forecasts, whether based on the market yield curve or the constant interest rate assumption, suggested that an increase would be consistent with bringing CPI inflation back to its 2.0 percent target," the minutes said.
DEBT A WORRY?
The BoE also said that while the risks to both growth and inflation were broadly balanced, some MPC members were more worried about the upside risks to inflation materialising because of the effect that could have on price expectations.
One member, probably BoE Deputy Governor Andrew Large, was particularly worried by the rapid rise in consumer debt -- outstanding borrowing passed the trillion-pound mark in June.
"A rise in the repo rate now would help to reduce the difficulties that could pose for monetary policy in the future," that member argued, according to the minutes.
The MPC also noted, as it did last week, that there were more signs that house price inflation might be moderating but that big uncertanties about this remained.
The minutes said that a more abrupt house price correction than the rapid slowdown the BoE was currently predicting was possible and this could push spending growth down sharply.
Fleursdumal
फूल की बुराई
apertura in vistoso gap up e formazione di isola , superato il max rel di 111,5 senza passare dal via , manca poco ai 112. lì si parrà la T-bond nobilitate 
Bund/T-note at narrowest level in four months
1101 GMT - The 10-year yield gap between Bunds and
Treasuries narrows 4 bps to 17 bps -- to its narrowest level in
about four months. Treasuries underpinned by Tuesday's tame
inflation data as well as record-high oil prices and weak equity
markets. No major U.S. data out this session. Euro zone consumer
prices fell by a larger-than-expected 0.2 pct in July m/m, data
showed. Germany sells about 6.59 bln euros of 10-year Bunds in
an auction that sees reasonable demand. Buba retains a further
1.4 bln euros-worth. The auction draws bids for 1.8 times the
amount on offer.
LAST PREVIOUS
10-YEAR US/GERMANY 17 21
10-YEAR UK/GERMANY 93 96
10-YEAR UK/US 76 75
10-YEAR FRANCE/GERMANY 2 2
10-YEAR ITALY/GERMANY 18 18
10-YEAR EURO SWAP SPREAD 12 12
10-YEAR DOLLAR SWAP SPREAD 45.75 45.75
Government bond spreads are calculated from Reuters benchmark
bond price data and adjusted to take into account interest
payment frequency.
Bund/T-note at narrowest level in four months
1101 GMT - The 10-year yield gap between Bunds and
Treasuries narrows 4 bps to 17 bps -- to its narrowest level in
about four months. Treasuries underpinned by Tuesday's tame
inflation data as well as record-high oil prices and weak equity
markets. No major U.S. data out this session. Euro zone consumer
prices fell by a larger-than-expected 0.2 pct in July m/m, data
showed. Germany sells about 6.59 bln euros of 10-year Bunds in
an auction that sees reasonable demand. Buba retains a further
1.4 bln euros-worth. The auction draws bids for 1.8 times the
amount on offer.
LAST PREVIOUS
10-YEAR US/GERMANY 17 21
10-YEAR UK/GERMANY 93 96
10-YEAR UK/US 76 75
10-YEAR FRANCE/GERMANY 2 2
10-YEAR ITALY/GERMANY 18 18
10-YEAR EURO SWAP SPREAD 12 12
10-YEAR DOLLAR SWAP SPREAD 45.75 45.75
Government bond spreads are calculated from Reuters benchmark
bond price data and adjusted to take into account interest
payment frequency.
Fleursdumal
फूल की बुराई
Fleursdumal
फूल की बुराई
diavolo di un ditro, dove l'hai beccata la grande MOaNA ?? 
Fleursdumal
फूल की बुराई
Oggi niente dati quindi si muove lento e regolare, sul runaway gap primo ostacolo ora su R2 a 111,8125 e poi la soglia fatidica dei 112.
I volumi non sono eccezionali, lo spread 30/10y è a 1,5 bp
I volumi non sono eccezionali, lo spread 30/10y è a 1,5 bp
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