Derivati USA: CME-CBOT-NYMEX-ICE BUND, TBOND and the middle of the guado (VM 69) (9 lettori)
- Creatore Discussione masgui
- Data di Inizio
shabib
Forumer storico
Fleu penso che pero' da lunedi vediamo i giochi piu' chiaramente...io me ne sto tranquilamente bordesando bordesando....
Allegati
msldnl
Nuovo forumer
E' semifestivo chiude alle 19 se non sbaglio.
Fleursdumal
फूल की बुराई
Fleu penso che pero' da lunedi vediamo i giochi piu' chiaramente...io me ne sto tranquilamente bordesando bordesando....
il beduino capo ha detto che lunedì darà le spiegazioni
intanto l'oro sta recuperando forte
Fleursdumal
फूल की बुराई
sunto
Treasuries Gain as Dubai Debt Delay Spurs Global Risk Aversion
By Daniel Kruger and Susanne Walker
Nov. 27 (Bloomberg) -- Treasury two-year notes advanced, pushing the yield to its lowest level in 11 months, after Dubai’s proposal to delay debt payments sparked a global slide in stocks and higher-yielding assets.
Two- and 10-year Treasury yields fell the most this month after the yen strengthened earlier to a 14-year high versus the dollar, boosting speculation the Bank of Japan will intervene in the currency markets. Ten-year notes headed for a third weekly gain as economists forecast the Federal Reserve will keep interest rates near zero until the third quarter of next year. U.S. markets were closed yesterday for the Thanksgiving holiday.
“The flight to quality hit yesterday with U.S. Treasuries rallying in overseas markets,” said David Glocke, who manages $65 billion of Treasuries at Vanguard Group Inc. in Valley Forge, Pennsylvania. “What we’re seeing today is a continuation of that, in particular with the U.S. equity market down.”
The yield on the benchmark two-year note fell four basis points to 0.71 percent at 10:25 a.m. in New York, according to BGCantor Market Data. It earlier touched 0.61 percent, the lowest since Dec. 17. The yield has declined two basis points this week. The 0.75 percent security due November 2011 rose 3/32, or $1.56 per $1,000 face amount, to 100 3/32.
Ten-year note yields fell four basis points to 3.23 percent after earlier reaching 3.15 percent.
Dubai World
“While the bias remains towards lower yields, the trade looks somewhat extended at this point,” UBS AG strategists Chris Ahrens and Jeana Curro in Stamford, Connecticut wrote in a note to clients. “For those carrying a long position out of this week’s auctions, it makes some sense to sell down a bit of risk with an eye toward buying on the pullback.” A long position is a bet the price of an asset will rise.
Rates on three-month bills fell 0.032 basis points below those on one-month bills, the most since Oct. 2, 2008 as investors sought the safest maturities at the end of the year to improve the quality of assets on their balance sheets.
Dubai World, the government investment company burdened by $59 billion of liabilities, will ask all creditors for a “standstill” agreement as it negotiates to extend debt maturities, Dubai’s Department of Finance said two days ago in an e-mailed statement.
The MSCI World Index of shares slid 0.4 percent today after dropping 1.4 percent yesterday. The Standard & Poor’s 500 Index fell 2.1 percent.
Demand for Treasuries was strong at sales of 2-, 5-, and 7- year debt this week as Fed policy makers indicated the benchmark lending rate would remain near zero “for an extended period” as long as inflation expectations are stable and unemployment fails to decline.
Yen Rise
“Most members projected that over the next couple of years, the unemployment rate would remain quite elevated and the level of inflation would remain below rates consistent over the longer run with the Federal Reserve’s objectives,” according to minutes of the Fed’s November meeting released Nov. 24.
The U.S. on Nov. 23 sold $44 billion of two-year notes at the lowest yield ever. A record $42 billion offering of five- year debt the following day drew the strongest demand in over two years. A record $32 billion of seven-year notes on Nov. 25 drew a yield of 2.835 percent, below the forecast of 2.878 percent in a Bloomberg News survey.
Japan’s currency appreciated to as much as 84.83 per dollar today, the strongest since July 1995, increasing concern the nation’s monetary authorities will intervene to curb further appreciation.
‘Scared and Concerned’
“People are scared and concerned about possible intervention,” said Yasutoshi Nagai, chief economist at Daiwa Securities SMBC Co. in Tokyo. The BOJ may sell the yen “and buy Treasuries, which will be a plus for Treasuries.”
Japan last intervened on March 16, 2004, when the central bank sold the yen. Finance Minister Hirohisa Fujii said on Nov. 26 the government needs to take action on “abnormal” currency movements, and Prime Minister Yukio Hatoyama said the same day the yen’s appreciation was due to weakness in the dollar.
The difference between rates on 10-year notes and Treasury Inflation Protected Securities, or TIPS, which reflects the outlook among traders for consumer prices, narrowed to 2.11 percentage points from 2.19 percentage points last week.
The difference between two- and 10-year rates, known as the yield curve, widened 1 basis point to 2.54 percentage points today, according to data compiled by Bloomberg. Two-year year yields tend to follow what the Fed does with interest rates, while those on longer-maturity securities are more influenced by the outlook for inflation.
The cost of protecting European corporate bonds from default rose, according to traders of credit-default swaps.
Monthly Gain
Contracts on the Markit iTraxx Crossover Index of 50 companies with mostly high-yield credit ratings increased 23 basis points to 564, according to JPMorgan Chase & Co. prices at 7:18 a.m. in London. The index is a benchmark for the cost of protecting bonds against default and an increase indicates a deterioration in perceptions of credit quality.
Treasuries of all maturities have gained 1 percent so far this month, according to indexes compiled by Merrill Lynch & Co.
The securities have handed investors a loss of 1.5 percent in 2009, headed for the first decline since 1999 as President Barack Obama borrows record amounts to fund spending programs and service deficits. U.S. marketable debt totaled $6.95 trillion in October, after climbing to a record $7.01 trillion in September.
Treasuries Gain as Dubai Debt Delay Spurs Global Risk Aversion
By Daniel Kruger and Susanne Walker
Nov. 27 (Bloomberg) -- Treasury two-year notes advanced, pushing the yield to its lowest level in 11 months, after Dubai’s proposal to delay debt payments sparked a global slide in stocks and higher-yielding assets.
Two- and 10-year Treasury yields fell the most this month after the yen strengthened earlier to a 14-year high versus the dollar, boosting speculation the Bank of Japan will intervene in the currency markets. Ten-year notes headed for a third weekly gain as economists forecast the Federal Reserve will keep interest rates near zero until the third quarter of next year. U.S. markets were closed yesterday for the Thanksgiving holiday.
“The flight to quality hit yesterday with U.S. Treasuries rallying in overseas markets,” said David Glocke, who manages $65 billion of Treasuries at Vanguard Group Inc. in Valley Forge, Pennsylvania. “What we’re seeing today is a continuation of that, in particular with the U.S. equity market down.”
The yield on the benchmark two-year note fell four basis points to 0.71 percent at 10:25 a.m. in New York, according to BGCantor Market Data. It earlier touched 0.61 percent, the lowest since Dec. 17. The yield has declined two basis points this week. The 0.75 percent security due November 2011 rose 3/32, or $1.56 per $1,000 face amount, to 100 3/32.
Ten-year note yields fell four basis points to 3.23 percent after earlier reaching 3.15 percent.
Dubai World
“While the bias remains towards lower yields, the trade looks somewhat extended at this point,” UBS AG strategists Chris Ahrens and Jeana Curro in Stamford, Connecticut wrote in a note to clients. “For those carrying a long position out of this week’s auctions, it makes some sense to sell down a bit of risk with an eye toward buying on the pullback.” A long position is a bet the price of an asset will rise.
Rates on three-month bills fell 0.032 basis points below those on one-month bills, the most since Oct. 2, 2008 as investors sought the safest maturities at the end of the year to improve the quality of assets on their balance sheets.
Dubai World, the government investment company burdened by $59 billion of liabilities, will ask all creditors for a “standstill” agreement as it negotiates to extend debt maturities, Dubai’s Department of Finance said two days ago in an e-mailed statement.
The MSCI World Index of shares slid 0.4 percent today after dropping 1.4 percent yesterday. The Standard & Poor’s 500 Index fell 2.1 percent.
Demand for Treasuries was strong at sales of 2-, 5-, and 7- year debt this week as Fed policy makers indicated the benchmark lending rate would remain near zero “for an extended period” as long as inflation expectations are stable and unemployment fails to decline.
Yen Rise
“Most members projected that over the next couple of years, the unemployment rate would remain quite elevated and the level of inflation would remain below rates consistent over the longer run with the Federal Reserve’s objectives,” according to minutes of the Fed’s November meeting released Nov. 24.
The U.S. on Nov. 23 sold $44 billion of two-year notes at the lowest yield ever. A record $42 billion offering of five- year debt the following day drew the strongest demand in over two years. A record $32 billion of seven-year notes on Nov. 25 drew a yield of 2.835 percent, below the forecast of 2.878 percent in a Bloomberg News survey.
Japan’s currency appreciated to as much as 84.83 per dollar today, the strongest since July 1995, increasing concern the nation’s monetary authorities will intervene to curb further appreciation.
‘Scared and Concerned’
“People are scared and concerned about possible intervention,” said Yasutoshi Nagai, chief economist at Daiwa Securities SMBC Co. in Tokyo. The BOJ may sell the yen “and buy Treasuries, which will be a plus for Treasuries.”
Japan last intervened on March 16, 2004, when the central bank sold the yen. Finance Minister Hirohisa Fujii said on Nov. 26 the government needs to take action on “abnormal” currency movements, and Prime Minister Yukio Hatoyama said the same day the yen’s appreciation was due to weakness in the dollar.
The difference between rates on 10-year notes and Treasury Inflation Protected Securities, or TIPS, which reflects the outlook among traders for consumer prices, narrowed to 2.11 percentage points from 2.19 percentage points last week.
The difference between two- and 10-year rates, known as the yield curve, widened 1 basis point to 2.54 percentage points today, according to data compiled by Bloomberg. Two-year year yields tend to follow what the Fed does with interest rates, while those on longer-maturity securities are more influenced by the outlook for inflation.
The cost of protecting European corporate bonds from default rose, according to traders of credit-default swaps.
Monthly Gain
Contracts on the Markit iTraxx Crossover Index of 50 companies with mostly high-yield credit ratings increased 23 basis points to 564, according to JPMorgan Chase & Co. prices at 7:18 a.m. in London. The index is a benchmark for the cost of protecting bonds against default and an increase indicates a deterioration in perceptions of credit quality.
Treasuries of all maturities have gained 1 percent so far this month, according to indexes compiled by Merrill Lynch & Co.
The securities have handed investors a loss of 1.5 percent in 2009, headed for the first decline since 1999 as President Barack Obama borrows record amounts to fund spending programs and service deficits. U.S. marketable debt totaled $6.95 trillion in October, after climbing to a record $7.01 trillion in September.
f4f
翠鸟科
Fleu penso che pero' da lunedi vediamo i giochi piu' chiaramente...io me ne sto tranquilamente bordesando bordesando....
bordesando bordesando...
sei ligure ??
Sharnin 2
Forumer storico
DUBAI: LASCIAMOLI FALLIRE, SE LO MERITANO
di Luca Ciarrocca
DUBAI: LASCIAMOLI FALLIRE, SE LO MERITANO - Wall Street Italia
di Luca Ciarrocca
DUBAI: LASCIAMOLI FALLIRE, SE LO MERITANO - Wall Street Italia
Fernando'S
Forumer storico
salire il vix?? certo
te l'ho già detto
...e siccome repetita ivant...( forse ..mica sempre
eccoti l'aggiornamento mattutino
del post #2469 con la nuova candela
"non lo fò per piacer mio....... ma per dare un grafo.... a masgui "
