Derivati USA: CME-CBOT-NYMEX-ICE BUND, TBOND and the middle of the guado (VM 69)
- Creatore Discussione masgui
- Data di Inizio
Fleursdumal
फूल की बुराई
vista la candela di ieri sullo spoore se va a 920 mi gioco mezza palla dx di dan che si va a fare un'altra gamba rialzista . cmq è un sentiment del tutto interessato sottolineo
Fleursdumal
फूल की बुराई
gipa69
collegio dei patafisici
vista la candela di ieri sullo spoore se va a 920 mi gioco mezza palla dx di dan che si va a fare un'altra gamba rialzista . cmq è un sentiment del tutto interessato sottolineo
certo la volatilità dei bond incute timore ed è per quello che al momento titubano sui 920...
gipa69
collegio dei patafisici
che tra parentesi è una di quelle che è scesa maggiormente...
gipa69
collegio dei patafisici
comunque la mancata partecipazione del nasdaq non mi piace, fino ad adesso il recupero è una reazione alle news obamiane di ieri, i mercati stavano scendendo a causa dei finanziari infatti con lo sviluppo del rimborso dei soldi del tarp è andato via via ampliandosi lo spread dei cds sui finanziari questo perchè il mercato non si fida ancora troppo dei finanziari e vuole nuove regole, e ieri sera pronto come un missile obama parla di nuove regole e le banche si riprendono. eh c'è la vie...
Ebenezer Scrooge
Forumer attivo
ahaaaaaaaaaaa..... (stiracchiamento)
pennichella eseguita
adesso caffè e windsurf ..la termica si sta alzando
f4f capisce...gli altri ninzò
il posto è ancora rustico ...il berlusca non c'è arrivato
acqua cristallina
accoglienza ottima
http://www.hoteldacesare.com/
baci e abbracci
A Fernà, che te possino: pensa ai colleghi pe quanto tempo ancora devono lavorà...
http://www.corriere.it/scienze_e_te...ti_b2f02ab4-5c05-11de-b8d9-00144f02aabc.shtml
f4f
翠鸟科
vista la candela di ieri sullo spoore se va a 920 mi gioco mezza palla dx di dan che si va a fare un'altra gamba rialzista . cmq è un sentiment del tutto interessato sottolineo
allora ffffoooorse vengo a truàt
imperial war museum ??
Fleursdumal
फूल की बुराई
alura c'è il pericolo che Se li fa tutti quest'estate avucat, ormoni impazziti neh
l'imperialwarmuseum è aggratis per gli ultimi mesi poi a sett diventa a pagamento cmq priorità assoluta al museo della RAF , Londra nord
l'imperialwarmuseum è aggratis per gli ultimi mesi poi a sett diventa a pagamento
cmq priorità assoluta al museo della RAF , Londra nord
Fleursdumal
फूल की बुराई
3:40 pm - Sloppy Day: The market got swung around pretty good today, getting in an over 10 basis point range on the 10-and-30-yrs and nearly 11bps on the 5-and-7s. The day had a riot of inputs to play off of and the fact that they went out near unchanged is somewhat surprising. The day ahead offers up some minor league players, although a miss on the jobless or continuing claims number could tweak trade. The market may run in to a supply wall on tomorrow's announcement on the likely at record amount to go on next week's 2-5-and-7-yr with no Fed buying to prop prices up. The curve was twisted flatter the majority of the day and went screaming steeper late with the 2-10-yr yield spread running from 247.6 to just shy of 253. The dollar was also the victim of a late day beat-down, trading off on the euro to 1.3985 from 1.3860 while the yen is working near the month's best levels on the buck while giving back a good chunk of its recent gains on the euro. Gold was also churned around on the session but has found its way to near the highs with spot trading 936.95 (+2.15). Crude was able to run back over 71.00 on supply, heading out at 71.03 (+0.56). Thurs has jobless claims (8:30), leading indicators and Philly Fed (10) and no Fed buying or speaking, but Geithner will be testifying to the senate and which could twitch the market.
3:04 pm - Smacked: The dollar nosedived into the late part of the session with the index getting slammed to Fri levels and the euro aiming at 1.4000 while the yen continues to flirt with the month's lows. The ramped up chatter that the Fed is on hold has helped add pressure with the euro bumping up to 1.3985, just shy of the week's best levels and has reversed against the yen to push back through 133.50. The yen is near its best levels on the buck but still knocking around the 95.70 level
2:40 pm - Churned Up/Down: Trade has fallen back off to unchanged with the long end leading. With so many moving parts the market is bouncing around like the kids in the back of the bus. The data, the Fed, the FOMC chatter, S&P junking of bank rates, the repayment of Tarp money are all messing with the market in one way or another. The curve has been run back to the steepest levels on the day as players rush the exit and trade has thinned considerably.
2:03 pm - Backing Off: The market is falling back further, gaining some speed as stocks push higher and players clean-up into the late part of the session. The talk of the Fed communicating that they do not see rates being raised in the near future at nest week's FOMC is a nice idea from a bond perspective, but they will probably not step that far out of the box. Their coming out and indicating that they are on hold for "X" length of time is unlikely and might be viewed as a lack of confidence and really backfire. The fact that Tarp money is being repaid and "green shoots" continue and are not shooting recovery in the foot should relieve concerns over the unwinding of the various schemes
1:45 pm - Tripping Off: Bonds were taking another crack at the session highs but lost momentum while volume has been petering out. Trade may have been all it could be on the day, with the move stalling out at 3.578% on the 10-yr. The curve has seen some clean-up unwinding taking it a bit steeper, but the overall flattening should continue through the week. The payback of TARP money that's going on should take some of the bailout related worries out of trade, but also some of the safe-haven players. The inflation reports are out of the way and the week's middleweight calendar has just jobless claims, leading indicators and Philly Fed to go, which all offer little unless they miss in a big way.
1:25 pm - Issues:
Swedbank sold $1B 3.5-yr fixed (+119.3) and $500M 3.5-yr floaters (Libor +45) backed by Sweden (Reuters)
12:51 pm - Ticking Up: Treasuries saw a solid bounce, getting a bid on the light inflation report, creeping higher into the Fed's buying operation and going on a technical run. The market was able to push back to the best levels since the start of the month, when they were clobbered by a combination of huge supply and labor reports (or whispers). Supply may begin to weigh harder tomorrow when they announce the amounts to be offered in next week's 2-5-and-7-yr likely at record auctions (along with 3-and-6-mos), although corporate supply has slowed since those crazy days and the market is touch more sanguine. The 10-yr has trimmed over 10 basis points off the yield since the data, taking it off to tag 3.578% while the 7-and-5-yrs were right on its tail. The curve has been running flatter with the 2-10-yr yield spread running 245.8. The dollar has been sliding as risk concerns are tempered with the euro pushing back at 1.3900 and the yen stalling some near 95.70, near the month's best levels. Gold has been slipping off the session highs with spot now 935.95 (+1.15) while crude is near unchanged at 70.50 (+0.03), regaining ground following inventories.
12:23 pm - Whew: S&P will not be cutting the US âÂÂAAA' rating any time soon, as the "credit strengths outweigh weaknesses despite fiscal deficits, allowing it to maintain its top-notch rating status." (Reuters)
11:55 am - Running: The market took a run to new highs with the 5-to-10-yrs leading. The 10-yr took out the 3.6% yield to tick to 3.58% looking to tap the 3.54% point. The curve has been pushed flatter with the 2-10-yr yield spread at 245. The yen continues to run at better levels, seeing 95.54 on the buck and 132.40 on the euro aiming at 95.30 and 131.80.
11:40 am - Agencies:
Freddie sells $3B 5-yr reference notes at +41.3 (Reuters)
11:19 am - Edging Higher: The long end is knocking on the highs, with the 10-yr eyeballing the 4.6% level. The curve has resumed its flattening as the Fed's operation goes through as the longer dated stuff head higher faster. The flattening should continue through the week, assuming tomorrow's announcement of next week's 2-5-and-7-yr auction amounts is not off the hook. The previous outings in late May were at record levels of $40B, $35B and $26B, and may actually be trimmed (albeit not by much) or otherwise rearranged as has been the case with the short end offerings.
11:09 am - Fed Buys: The Fed bought smaller than expected in the 2016-2019 maturities, $7B of the $26.203B dealers were looking to unload. The bulk of the purchases were concentrated in the 2016 space.
10:50 am - Fed Buying: Treasuries are mixed, but higher, with the belly retaining gains and the wings slipping off as the Fed comes in for the 2016 to 2019 maturities in bonds. The Fed has so far bought just shy of $163B out of the $300B it committed to purchase through Sept and is expected to match its previous $7.5B up to $7.7B. While the market has taken some of its inflation concern down a notch, the concern is still there looking ahead and the 30-yr is feeling some pressure
10:49 am - Agencies:
Fannie sells $500M each in 3-and-6-mo bills at 0.178% and 0.290% respectively
10:35 am - Tame Trade: The dollar has been backing off its better levels on the index, euro and yen, with the euro spinning back off after failing to get up through 1.3900. The fall-off in inflation helped add to the offer on the buck early taking the yen back to June 3 levels. The euro was able to trade through to over 1.3925 but quickly slipped back while renewing its slide against the yen as they hold through 133.00.
09:46 am - Mixed Bid: The market is trying to hold the batter levels with the long bond dragging, after getting a good run-up and sending the yield to the lowest level since the start of June before snapping back. Trade will be aiming for 4.41% to 4.38%.
09:12 am - Holding Better: Trade is working higher with everything chasing the long end and starting to catch up, while volume gets a bump. The market is looking for a bit of a larger, or at least matching, buy by the Fed on the longer dated, although the bulk of the purchases will likely be confined to the shorter dated end of the range. The VIX has run back to the month highs looking to get back through 34.00. The curve has been pushing back from the flatter levels with the 2-10-yr yield spread at 245.4 after tagging 244.
(Corrected chart-60 min)
08:42 am - Bounced: The market has pulled back some on the tamer than expected inflation while the yoy headline fell the hard, dropping -1.3%, and the yoy core hit as expected. The 10-yr is taking another run at the 3.6% level, while the long end is running the run-up, with the 30-yr trimming yield by over 5 basis points now 4.436%. The curve has been flattened back to 243.9.
08:29 am - Slipping: Treasuries are leaning lower into the day's data and the Fed's latest, longer dated, buying operation. The market will be looking to retain the recent gains as core CPI will likely remain tame while seeing a bit of a bounce with food and energy included and the lack of large supply on the week. Global bonds are mixed to better with gains tied to falling stocks. The market may get stuck in a consolidation mode without a large move on the data while whispers about the upcoming FOMC should lean in bonds' favor. Mortgage applications fell for the fourth time in a row to the lowest since Nov, dropping -15.8% with refinancing activity nose diving following the recent run up in rates. The curve has been flatter with the 2-10-yr yield spread running 246.6. The dollar is gaining ground with the index aiming at 81.00, while the euro has backed off after another failed attempt to plow through the 1.3930 level decisively. The yen is holding near the best levels in 2-wks, sitting near 96.25 while holding near the best levels in a month on the euro, ticking under 133.00. Gold has been sliding on the dollar bounce with spot now 930.43 (-4.37) and crude is offered as demand expectations drop with stocks, trading 69.34 (-1.13).Data offers CPI and currant account (8:30) while Bernanke gives an educational talk (9). The Fed will be buying in the 7-to-10-yr range, where they picked up $7.5B in the last outing
07:54 am - Slipping: Treasuries are sliding into session after the 10-yr makes a push to take the yield to 3.645%.
3:04 pm - Smacked: The dollar nosedived into the late part of the session with the index getting slammed to Fri levels and the euro aiming at 1.4000 while the yen continues to flirt with the month's lows. The ramped up chatter that the Fed is on hold has helped add pressure with the euro bumping up to 1.3985, just shy of the week's best levels and has reversed against the yen to push back through 133.50. The yen is near its best levels on the buck but still knocking around the 95.70 level
2:40 pm - Churned Up/Down: Trade has fallen back off to unchanged with the long end leading. With so many moving parts the market is bouncing around like the kids in the back of the bus. The data, the Fed, the FOMC chatter, S&P junking of bank rates, the repayment of Tarp money are all messing with the market in one way or another. The curve has been run back to the steepest levels on the day as players rush the exit and trade has thinned considerably.
2:03 pm - Backing Off: The market is falling back further, gaining some speed as stocks push higher and players clean-up into the late part of the session. The talk of the Fed communicating that they do not see rates being raised in the near future at nest week's FOMC is a nice idea from a bond perspective, but they will probably not step that far out of the box. Their coming out and indicating that they are on hold for "X" length of time is unlikely and might be viewed as a lack of confidence and really backfire. The fact that Tarp money is being repaid and "green shoots" continue and are not shooting recovery in the foot should relieve concerns over the unwinding of the various schemes
1:45 pm - Tripping Off: Bonds were taking another crack at the session highs but lost momentum while volume has been petering out. Trade may have been all it could be on the day, with the move stalling out at 3.578% on the 10-yr. The curve has seen some clean-up unwinding taking it a bit steeper, but the overall flattening should continue through the week. The payback of TARP money that's going on should take some of the bailout related worries out of trade, but also some of the safe-haven players. The inflation reports are out of the way and the week's middleweight calendar has just jobless claims, leading indicators and Philly Fed to go, which all offer little unless they miss in a big way.
1:25 pm - Issues:
Swedbank sold $1B 3.5-yr fixed (+119.3) and $500M 3.5-yr floaters (Libor +45) backed by Sweden (Reuters)
12:51 pm - Ticking Up: Treasuries saw a solid bounce, getting a bid on the light inflation report, creeping higher into the Fed's buying operation and going on a technical run. The market was able to push back to the best levels since the start of the month, when they were clobbered by a combination of huge supply and labor reports (or whispers). Supply may begin to weigh harder tomorrow when they announce the amounts to be offered in next week's 2-5-and-7-yr likely at record auctions (along with 3-and-6-mos), although corporate supply has slowed since those crazy days and the market is touch more sanguine. The 10-yr has trimmed over 10 basis points off the yield since the data, taking it off to tag 3.578% while the 7-and-5-yrs were right on its tail. The curve has been running flatter with the 2-10-yr yield spread running 245.8. The dollar has been sliding as risk concerns are tempered with the euro pushing back at 1.3900 and the yen stalling some near 95.70, near the month's best levels. Gold has been slipping off the session highs with spot now 935.95 (+1.15) while crude is near unchanged at 70.50 (+0.03), regaining ground following inventories.
12:23 pm - Whew: S&P will not be cutting the US âÂÂAAA' rating any time soon, as the "credit strengths outweigh weaknesses despite fiscal deficits, allowing it to maintain its top-notch rating status." (Reuters)
11:55 am - Running: The market took a run to new highs with the 5-to-10-yrs leading. The 10-yr took out the 3.6% yield to tick to 3.58% looking to tap the 3.54% point. The curve has been pushed flatter with the 2-10-yr yield spread at 245. The yen continues to run at better levels, seeing 95.54 on the buck and 132.40 on the euro aiming at 95.30 and 131.80.
11:40 am - Agencies:
Freddie sells $3B 5-yr reference notes at +41.3 (Reuters)
11:19 am - Edging Higher: The long end is knocking on the highs, with the 10-yr eyeballing the 4.6% level. The curve has resumed its flattening as the Fed's operation goes through as the longer dated stuff head higher faster. The flattening should continue through the week, assuming tomorrow's announcement of next week's 2-5-and-7-yr auction amounts is not off the hook. The previous outings in late May were at record levels of $40B, $35B and $26B, and may actually be trimmed (albeit not by much) or otherwise rearranged as has been the case with the short end offerings.
11:09 am - Fed Buys: The Fed bought smaller than expected in the 2016-2019 maturities, $7B of the $26.203B dealers were looking to unload. The bulk of the purchases were concentrated in the 2016 space.
10:50 am - Fed Buying: Treasuries are mixed, but higher, with the belly retaining gains and the wings slipping off as the Fed comes in for the 2016 to 2019 maturities in bonds. The Fed has so far bought just shy of $163B out of the $300B it committed to purchase through Sept and is expected to match its previous $7.5B up to $7.7B. While the market has taken some of its inflation concern down a notch, the concern is still there looking ahead and the 30-yr is feeling some pressure
10:49 am - Agencies:
Fannie sells $500M each in 3-and-6-mo bills at 0.178% and 0.290% respectively
10:35 am - Tame Trade: The dollar has been backing off its better levels on the index, euro and yen, with the euro spinning back off after failing to get up through 1.3900. The fall-off in inflation helped add to the offer on the buck early taking the yen back to June 3 levels. The euro was able to trade through to over 1.3925 but quickly slipped back while renewing its slide against the yen as they hold through 133.00.
09:46 am - Mixed Bid: The market is trying to hold the batter levels with the long bond dragging, after getting a good run-up and sending the yield to the lowest level since the start of June before snapping back. Trade will be aiming for 4.41% to 4.38%.
09:12 am - Holding Better: Trade is working higher with everything chasing the long end and starting to catch up, while volume gets a bump. The market is looking for a bit of a larger, or at least matching, buy by the Fed on the longer dated, although the bulk of the purchases will likely be confined to the shorter dated end of the range. The VIX has run back to the month highs looking to get back through 34.00. The curve has been pushing back from the flatter levels with the 2-10-yr yield spread at 245.4 after tagging 244.
08:42 am - Bounced: The market has pulled back some on the tamer than expected inflation while the yoy headline fell the hard, dropping -1.3%, and the yoy core hit as expected. The 10-yr is taking another run at the 3.6% level, while the long end is running the run-up, with the 30-yr trimming yield by over 5 basis points now 4.436%. The curve has been flattened back to 243.9.
08:29 am - Slipping: Treasuries are leaning lower into the day's data and the Fed's latest, longer dated, buying operation. The market will be looking to retain the recent gains as core CPI will likely remain tame while seeing a bit of a bounce with food and energy included and the lack of large supply on the week. Global bonds are mixed to better with gains tied to falling stocks. The market may get stuck in a consolidation mode without a large move on the data while whispers about the upcoming FOMC should lean in bonds' favor. Mortgage applications fell for the fourth time in a row to the lowest since Nov, dropping -15.8% with refinancing activity nose diving following the recent run up in rates. The curve has been flatter with the 2-10-yr yield spread running 246.6. The dollar is gaining ground with the index aiming at 81.00, while the euro has backed off after another failed attempt to plow through the 1.3930 level decisively. The yen is holding near the best levels in 2-wks, sitting near 96.25 while holding near the best levels in a month on the euro, ticking under 133.00. Gold has been sliding on the dollar bounce with spot now 930.43 (-4.37) and crude is offered as demand expectations drop with stocks, trading 69.34 (-1.13).Data offers CPI and currant account (8:30) while Bernanke gives an educational talk (9). The Fed will be buying in the 7-to-10-yr range, where they picked up $7.5B in the last outing
07:54 am - Slipping: Treasuries are sliding into session after the 10-yr makes a push to take the yield to 3.645%.
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