Fleursdumal
फूल की बुराई
cià ragà 
, io resto un altro pò
, io resto un altro pò
T-BOND,T-NOTE,BUND,CME,Cbot (Lustratevi gli occhi ! V.M.90)
- Creatore Discussione ditropan
- Data di Inizio
Fleursdumal
फूल की बुराई
ditropan ha scritto:Fleursdumal ha scritto:gastronomo ha scritto:Fleursdumal ha scritto:te pareva se non era una sparata succhiastop deboli sulla chiusura eheh ditro se te ripiglio
cosa vuoi dire? Una chiusura debole per far chiudere i lunghi che volevano portare a casa profitto?
sono andati a prendere gli stop sotto i 108 e i 110,5 per poi risalire in un baleno a V , sui forum americani li chiamano stop deboli messi da chi è entrato long senza molta convinzione , vedi piccoli trader o grandi sprovveduti
Secondo tè questi stron@i fin dove credi possano spingere nei prox giorni?
Io avevo 107,5625 ma se la sono pappata alla grande !!!!
booooooooooohhhhh ti basta come risposta , se i dati economici iniziano ad uscire negativi il nonnetto non alza più la prossima riunione e andiamo a dopo le elezioni , a sto punto il T-Bond potrebbe al massimo tornare vicino a 110 se va sopra abbiamo tutti giocato
salvina
Forumer attivo
ragazzi, non ho tempo di leggere...sono di corsa-.....
non so se gli amici Gastro e Domenico sono usciti dallo short BUnd...
io avevo lasciato un ordine di ricopertura a 113,55...sono rientrata
adesso e mi sono vista eseguita....quindi faccio il w.e senza bund....
scapola, ci sentiamo lunedì...buon w.e a tutti e qualsiasi cosa voi
abbiate deciso..sarà la giusta decisione...io volevo uscire ad ogni costo
in quanto sono troppo frenetica, e il sabato e domenica intrappolata
non mi lasciavano serenità...baci 
non so se gli amici Gastro e Domenico sono usciti dallo short BUnd...
io avevo lasciato un ordine di ricopertura a 113,55...sono rientrata
adesso e mi sono vista eseguita....quindi faccio il w.e senza bund....
scapola, ci sentiamo lunedì...buon w.e a tutti e qualsiasi cosa voi
abbiate deciso..sarà la giusta decisione...io volevo uscire ad ogni costo
in quanto sono troppo frenetica, e il sabato e domenica intrappolata
non mi lasciavano serenità...baci
gastronomo
Forumer storico
tu che sei gastronomo ..... mi suggerisci una bbuona ricetta ? 
[/quote]
Ciao Andrea, sono tornato per una guardatina - prima sono scappato perchè ero in ritardo sulla cena, e ora iniziano le grappe -vedo che il tuo menù è interessante - ti auguro buon WE, ciao
[/quote]Ciao Andrea, sono tornato per una guardatina - prima sono scappato perchè ero in ritardo sulla cena, e ora iniziano le grappe
-vedo che il tuo menù è interessante - ti auguro buon WE, ciaogastronomo
Forumer storico
Reuters
Speculators hold record short Treas futures - CFTC
Friday July 2, 4:28 pm ET
By Ros Krasny
CHICAGO, July 2 (Reuters) - U.S. debt traders held a record
high net short position in U.S. Treasury futures in the latest
week, the weekly commitments of traders report showed on
Friday.
The market's bias helped set up Friday's surge in futures
as firms scrambled to cover after the weaker-than-expected June
payrolls report.
U.S. fixed income markets had been positioned for higher
interest rates going into the Federal Open Market Committee
meeting on June 29-30.
However, Friday's jobs report, on the heels of the FOMC's
renewed pledge to maintain a "measured" stance on rates, sent
futures up sharply as interest rates plunged.
"Aggregate short positions hit a record all-time short on
Tuesday, lead by 10-years and 30-years, which may explain the
subsequent price action," analysts at 4CAST Ltd. said in a
research report.
Ten-year Treasury note yields (US10YT=RR) ended the week at
4.46 percent, down from 4.69 percent at Tuesday's close, when
the weekly report was compiled.
As of June 29, net speculative short positions hit a record
high in Chicago Board of Trade 10-year Treasury notes and were
the highest since at least early 2000 in 30-year bond futures.
Non-commercial firms -- often termed commodity funds or
hedge funds -- were short a net 202,921 contracts in 10-year
note futures, up 27,937 contracts on the week.
Nonreportable positions, or small speculators, also
increased net short positions in 10-year notes.
Across town at the Chicago Mercantile Exchange, large
speculators increased their short position in Eurodollars by
more than 80,000 contracts on the week.
Data from the commitments of traders report are used by
analysts as an indicator of market direction.
Speculators still favor long positions in CBOT five-year
note futures but net longs fell by almost 36,000 on the week,
chiefly on long liquidation.
The following table shows positions held by non-commercial
firms in futures only:
30-YEAR BONDS
6/29/04 week 6/22/04 week
Long 37,586 56,213
Short 109,895 106,384
Net -72,309 -50,171
10-YEAR NOTES
6/29/04 week 6/22/04 week
Long 107,387 134,625
Short 310,308 309,609
Net -202,921 -174,984
FIVE-YEAR NOTES
6/29/04 week 6/22/04 week
Long 307,170 335,053
Short 201,811 193,797
Net 105,359 141,256
TWO-YEAR NOTES
6/29/04 week 6/22/04 week
Long 52,579 53,165
Short 31,840 39,143
Net 20,739 14,022
Speculators hold record short Treas futures - CFTC
Friday July 2, 4:28 pm ET
By Ros Krasny
CHICAGO, July 2 (Reuters) - U.S. debt traders held a record
high net short position in U.S. Treasury futures in the latest
week, the weekly commitments of traders report showed on
Friday.
The market's bias helped set up Friday's surge in futures
as firms scrambled to cover after the weaker-than-expected June
payrolls report.
U.S. fixed income markets had been positioned for higher
interest rates going into the Federal Open Market Committee
meeting on June 29-30.
However, Friday's jobs report, on the heels of the FOMC's
renewed pledge to maintain a "measured" stance on rates, sent
futures up sharply as interest rates plunged.
"Aggregate short positions hit a record all-time short on
Tuesday, lead by 10-years and 30-years, which may explain the
subsequent price action," analysts at 4CAST Ltd. said in a
research report.
Ten-year Treasury note yields (US10YT=RR) ended the week at
4.46 percent, down from 4.69 percent at Tuesday's close, when
the weekly report was compiled.
As of June 29, net speculative short positions hit a record
high in Chicago Board of Trade 10-year Treasury notes and were
the highest since at least early 2000 in 30-year bond futures.
Non-commercial firms -- often termed commodity funds or
hedge funds -- were short a net 202,921 contracts in 10-year
note futures, up 27,937 contracts on the week.
Nonreportable positions, or small speculators, also
increased net short positions in 10-year notes.
Across town at the Chicago Mercantile Exchange, large
speculators increased their short position in Eurodollars by
more than 80,000 contracts on the week.
Data from the commitments of traders report are used by
analysts as an indicator of market direction.
Speculators still favor long positions in CBOT five-year
note futures but net longs fell by almost 36,000 on the week,
chiefly on long liquidation.
The following table shows positions held by non-commercial
firms in futures only:
30-YEAR BONDS
6/29/04 week 6/22/04 week
Long 37,586 56,213
Short 109,895 106,384
Net -72,309 -50,171
10-YEAR NOTES
6/29/04 week 6/22/04 week
Long 107,387 134,625
Short 310,308 309,609
Net -202,921 -174,984
FIVE-YEAR NOTES
6/29/04 week 6/22/04 week
Long 307,170 335,053
Short 201,811 193,797
Net 105,359 141,256
TWO-YEAR NOTES
6/29/04 week 6/22/04 week
Long 52,579 53,165
Short 31,840 39,143
Net 20,739 14,022
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