Derivati USA: CME-CBOT-NYMEX-ICE T-Bronx5Y-10Y-Bund .. il ritorno del figliol prodigo (vm18)
- Creatore Discussione ditropan
- Data di Inizio
f4f
翠鸟科
dan24 ha scritto:esatto Cè...guardati anche il settimanale sempre con mama e fama....
ooo come godo di Fiat.....
sono ad uno 0,40% dal punto di pareggio sul fib....e godo di Fiat che dovrebbe tornare in area 14,50 almeno...più giù un gap da chiudere a 14,18...e poi il fallimento
prima delle discese forti, mama va piatta per un poketto
altrimenti la busa appena appena o ci s'appoggia per rimbalz
fama lè sempre solidissima nel dire
la mm200 è il grande faro che tutto illumina
bello excell
i pallini rossi sono le close opzioni... poi me sò stufato ...
Fleursdumal
फूल की बुराई
Bonjour a tout les bondaroles
visti due rialzi bce per marzo prossimo,si inverte la curva 2-10y per la prima volta dal 2000 e l'euruzz fa record sullo yen ; alle 13 BOE con un possibile rialzo di 0,25
European Bond Yield Curve Inverts for First Time Since 2000
Nov. 9 (Bloomberg) -- European two-year government bond yields rose above 10-year yields for the first time in more than six years, an event some investors say may herald a recession.
Two-year yields, among the most sensitive to changes in interest rates, have risen to the highest in four years as the European Central Bank lifted its key lending rate five times. Ten-year yields haven't increased as sharply on speculation higher borrowing costs will contain inflation.
ECB President Jean-Claude Trichet on Nov. 2 said the bank ``will remain warranted to further withdraw monetary accommodation,'' spurring traders to bet on further rate increases next month and in 2007. Two-year U.S. Treasury notes currently yield more than 10-year bonds, a so-called inverted yield curve that preceded the last four economic slumps.
Shorter-dated bond yields ``have been driven up by the ECB, and this is a trend we would expect to continue until the ECB stops raising rates,'' said Martin Price, director of fixed income in London at Sarasin Chiswell, which manages $7 billion of stocks and bonds. ``Some people talk about recessions, but I don't see it as a sign of one.''
The yield on the 3.5 percent German note due September 2008 was 3.75 percent at 11:25 a.m. in London, after earlier yielding 1 basis point more than benchmark 10-year bonds. The spread, or gap between the two securities, has narrowed from 69 basis points at the start of December.
The euro gained 0.2 percent to $1.2776, and reached a record 151.05 yen following the inversion of the curve.
August 2000
A so-called inverted yield curve hasn't been seen since August 2000 during the ECB's previous series of rate increases. Investors traditionally demand higher yields on longer-dated debt to compensate for the extra risk of holding them over a longer time period.
``It has to do with the ECB raising rates more aggressively than anticipated while we've had fairly moderate inflation in the euro-zone,'' said Gareth Fielding, who helps manage $1.7 billion of debt as head of fixed income at Rothschild Private Management in London. ``The inversion story in Europe isn't at an end.''
Fielding said in February that an inversion of the European government bond yield curve was ``one of my highest conviction trades.'' The gap will widen to 25 basis points in the next six months, he predicted. Rothschild is a unit of the world's biggest family-owned investment bank.
The Frankfurt-based ECB lifted borrowing costs to a four- year high of 3.25 percent to stem inflation in the dozen nations that share the euro.
`Modest Inversion'
``The ECB's rate hikes have managed to contain bond market concerns about inflation ahead, so we'll probably see a modest inversion of the curve,'' said Richard McGuire, a fixed-income strategist at RBC Capital Markets in London. ``I don't think it's a recessionary signal, it's a bit simplistic to look at yield curves as a sign of recessions.''
The ECB raised its key lending rate seven times in a year to 4.75 percent in 2000. Two-year notes yielded as much as 4 basis points more than their 10-year counterparts on Aug. 18 of that year. Prior to that, the yield curve was last inverted in January 1993. Germany, Europe's largest economy, fell into recession in 1995-1996, and then again in 2003 and 2004.
The U.S. Treasury yield curve inverted on Dec. 27 for the first time since December 2000, shrinking from a gap of 1.87 percentage points on June 29, 2004, the day before the Federal Reserve started 17 consecutive rate increases to 5.25 percent. U.S. notes maturing in two years yielded 12 basis points more than 10-year bonds today, the most since February.
`A Misconception'
Alan Greenspan, the former Fed chairman, told Congress in July 2005 that there is ``a misconception'' of the importance of the yield curve. The curve's ``efficacy as a forecasting tool has diminished very dramatically,'' he said. Greenspan described the failure of longer-term U.S. bond yields to rise as a ``conundrum.''
The ECB said in its monthly report today inflation is ``likely to increase again in the next few months and early 2007,'' suggesting rates will need to be raised further if its forecasts for economic growth and inflation are correct.
The European Commission on Nov. 6 raised its forecast for economic growth next year. The region's economy will expand 2.1 percent in 2007, faster than the 1.8 percent growth expected in May. Consumer prices will rise 2.1 percent, above the ECB's 2 percent inflation target, the European Union's executive arm said in Brussels.
ECB council member John Hurley said yesterday the bank is determined to control inflation expectations, while fellow council member Axel Weber said Nov. 6 that ``it's too early to give the all clear on monetary policy.''
Traders have now fully discounted two more rate increases by March, interest-rate futures show. The yield on the three month Euribor futures contract for March was 3.91 percent today.
The contract settles to the three-month interbank offered rate for the euro, which has averaged about 16 basis points above the ECB's benchmark rate since 1999.
visti due rialzi bce per marzo prossimo,si inverte la curva 2-10y per la prima volta dal 2000 e l'euruzz fa record sullo yen ; alle 13 BOE con un possibile rialzo di 0,25
European Bond Yield Curve Inverts for First Time Since 2000
Nov. 9 (Bloomberg) -- European two-year government bond yields rose above 10-year yields for the first time in more than six years, an event some investors say may herald a recession.
Two-year yields, among the most sensitive to changes in interest rates, have risen to the highest in four years as the European Central Bank lifted its key lending rate five times. Ten-year yields haven't increased as sharply on speculation higher borrowing costs will contain inflation.
ECB President Jean-Claude Trichet on Nov. 2 said the bank ``will remain warranted to further withdraw monetary accommodation,'' spurring traders to bet on further rate increases next month and in 2007. Two-year U.S. Treasury notes currently yield more than 10-year bonds, a so-called inverted yield curve that preceded the last four economic slumps.
Shorter-dated bond yields ``have been driven up by the ECB, and this is a trend we would expect to continue until the ECB stops raising rates,'' said Martin Price, director of fixed income in London at Sarasin Chiswell, which manages $7 billion of stocks and bonds. ``Some people talk about recessions, but I don't see it as a sign of one.''
The yield on the 3.5 percent German note due September 2008 was 3.75 percent at 11:25 a.m. in London, after earlier yielding 1 basis point more than benchmark 10-year bonds. The spread, or gap between the two securities, has narrowed from 69 basis points at the start of December.
The euro gained 0.2 percent to $1.2776, and reached a record 151.05 yen following the inversion of the curve.
August 2000
A so-called inverted yield curve hasn't been seen since August 2000 during the ECB's previous series of rate increases. Investors traditionally demand higher yields on longer-dated debt to compensate for the extra risk of holding them over a longer time period.
``It has to do with the ECB raising rates more aggressively than anticipated while we've had fairly moderate inflation in the euro-zone,'' said Gareth Fielding, who helps manage $1.7 billion of debt as head of fixed income at Rothschild Private Management in London. ``The inversion story in Europe isn't at an end.''
Fielding said in February that an inversion of the European government bond yield curve was ``one of my highest conviction trades.'' The gap will widen to 25 basis points in the next six months, he predicted. Rothschild is a unit of the world's biggest family-owned investment bank.
The Frankfurt-based ECB lifted borrowing costs to a four- year high of 3.25 percent to stem inflation in the dozen nations that share the euro.
`Modest Inversion'
``The ECB's rate hikes have managed to contain bond market concerns about inflation ahead, so we'll probably see a modest inversion of the curve,'' said Richard McGuire, a fixed-income strategist at RBC Capital Markets in London. ``I don't think it's a recessionary signal, it's a bit simplistic to look at yield curves as a sign of recessions.''
The ECB raised its key lending rate seven times in a year to 4.75 percent in 2000. Two-year notes yielded as much as 4 basis points more than their 10-year counterparts on Aug. 18 of that year. Prior to that, the yield curve was last inverted in January 1993. Germany, Europe's largest economy, fell into recession in 1995-1996, and then again in 2003 and 2004.
The U.S. Treasury yield curve inverted on Dec. 27 for the first time since December 2000, shrinking from a gap of 1.87 percentage points on June 29, 2004, the day before the Federal Reserve started 17 consecutive rate increases to 5.25 percent. U.S. notes maturing in two years yielded 12 basis points more than 10-year bonds today, the most since February.
`A Misconception'
Alan Greenspan, the former Fed chairman, told Congress in July 2005 that there is ``a misconception'' of the importance of the yield curve. The curve's ``efficacy as a forecasting tool has diminished very dramatically,'' he said. Greenspan described the failure of longer-term U.S. bond yields to rise as a ``conundrum.''
The ECB said in its monthly report today inflation is ``likely to increase again in the next few months and early 2007,'' suggesting rates will need to be raised further if its forecasts for economic growth and inflation are correct.
The European Commission on Nov. 6 raised its forecast for economic growth next year. The region's economy will expand 2.1 percent in 2007, faster than the 1.8 percent growth expected in May. Consumer prices will rise 2.1 percent, above the ECB's 2 percent inflation target, the European Union's executive arm said in Brussels.
ECB council member John Hurley said yesterday the bank is determined to control inflation expectations, while fellow council member Axel Weber said Nov. 6 that ``it's too early to give the all clear on monetary policy.''
Traders have now fully discounted two more rate increases by March, interest-rate futures show. The yield on the three month Euribor futures contract for March was 3.91 percent today.
The contract settles to the three-month interbank offered rate for the euro, which has averaged about 16 basis points above the ECB's benchmark rate since 1999.
Fleursdumal
फूल की बुराई
gipa69 ha scritto:Alle gipa rule non la si fa
comunque io avrei shortato lo yen ed anche gli indici.. in questo modo da una delle due parti era più facile gainare (in quanto la correlazione è Yen forte mercati deboli e viceeversa) si stoppava la perdente e via
Comunque essendo la relazione non simmetrica in termini di effetti non sempre è facile calibrare e oggi saresti stato costretto ad andare over con almeno una delle due col rischio che domani cambia tutto.
Io preferisco aspettare un movimento significativo del cross e poi mi posiziono sull'azionario (e sempre contro o a favore del mercato su cui il cross si muove in maniera più significativa)
ierisera stavo adrenalinico per la crisi d'astinenza e mi son messo a fare o pazzierello
in fact volevo gainare da un lato e dall'altro
fortuna che poi son dovuto uscire un'altra volta 
e son stato costretto a lasciare quel fottuto muso giallo senza lasciargli lo scalpo 
The Law of Gipa RULES
Fleursdumal
फूल की बुराई
lo sgorbio di curva EU
pare una fimmina sdraiata sul divano con le braccia distese in alto
pare una fimmina sdraiata sul divano con le braccia distese in alto
dan24
Forumer storico
Fleursdumal ha scritto:lo sgorbio di curva EU
Immagine sostituita con URL per un solo Quote: http://www.investireoggi.it/phpBB2/immagini/1163073004chart.gif
pare una fimmina sdraiata sul divano con le braccia distese in alto
quanti mese sono che non ciuli?
