rolled +2 UXYZ7 -> UXYH8 @ -0.234375 rolled +5 UXYZ7 -> UXYH8 @ -0.234375 rolled -2 WNZ7 -> WNH8 @ -0.921875
Reflecting on closed trades. ER Z7-Z8-Z9 worked quite well. Entered it on 13/03/2017 @ -4.5 (+22 Z7-Z8 and +26.5 Z8-Z9) with the idea that either...
closed ER z7-z8-z9 @ 100.33, 100.26, 99.995 closed 22 ER Z0/ -4 bund Z7 @ 99.69, 162.93 rolled -1 Gilt/ +1 bund from Z7 to H8 @ 125.34 ->124.41,...
I was surprised about the Friday’s ZAR 1.7% sell-off on rating downgrade. Given its recent underperformance, political turmoil and a Fitch junk...
Let’s follow up on Turkish lira. Last look at it in early September coincided with bottom in USDTRY around 3.40 and now it’s climbed again to...
Yep, but saw no catalyst today except perhaps lagged reaction to yesterday's SEB and Handelsbank CEO comments. Yesterday NOK seems to have...
- 1 IK Z7 @ 139.84 +1 RX Z7 @ 162.92 puzzled by EURNOK going 1.4% up today in addition to yesterday's move up
-2 XT Z7 @ 98.375 +2 UXY z7 @ 133.90625 looking for this to widen from 22 bps to 30 bps.
It’s interesting if this time it’s different for Japanese inflation. It’s been a long time since biz confidence was so high (53 services PMI and...
Last week was spectacular with no gains in any positions: > gilt outperformed bund, check > flatter eurodollar durve with less curvature in...
Bloomberg lost it. Too much tea leaves reading to guess the new governor is bad for mental health.
out of CO Z7 at 57.90.
long 1 CO Z7 @ 57.78. We're some 60 cents up today on peshmerga fighting rumours and hopefully it will be pushed higher when europe opens. With...
rolled 3mo USDCZK at -0.16
Interesting timing for such remarks by Powell.
BOT 3 6Z Z7 @ 0.0723
Sigh, Q3 restatement: +9929 USD, not +16304. Entered wrong ED months in PNL sheet instead of: This fly was +750 USD, not ~+7000. My PNL...
The third quarter is over, so it’s 7.5 months for the topic. The positive thing is that I have been disciplined enough not to a skip single day of...
WN Z7 is now going to initial target levels so closing it at 168 was premature and costly, but I am not sure the premise for the down-move is...
closed wn z7 short @ 168.
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