sld 1 bund z7 @ 161.49, bot 1 gilt z7 @ 123.87 (reduce size from 2 lot to 1 lot)
week 18/09/2017 EDU1-EDU2: -1500 USD ED M8-M9-M0: +2250 USD Short EUR: -12.5 USD Short EURNOK: +1993 USD Short EURCZK: +653 USD UXY-WN steepener:...
sld 1 WN Z7 @ 166.40625. Ultrabond yield is the same it was in the morning and 47 bps looks too tight for WN-UXY now.
Let’s play another round of sucker’s game guessing what the Fed will do. Dotplot will move down but the median for 2017 will still point at a hike...
It's a too elusive concept to agree, disagree or come up with own number. What matters is that BoC themselves believe in the number when...
This week felt like a declaration that we have now moved away from on-hold to global tightening phase. US CPI, Swedish unemployment, Australian...
week 11/09/2017: EDU1-EDU2: -2250 USD EDM8-EDM9-EDM0: +2625 USD Short EUR: +1188 USD Short EURNOK: -1348 USD Short EURCZK: +426 USD UXY-WN...
rolled 6e u7 -> z7 @ 0.0057, nok u7 -> z7 @ 0.000245
Given the August print it's now quite likely that CPI in the UK will be above the 3% October peak that BoE projected in August (6-2 vote). In June...
sld 5 BA M9 @ 97.86
Korean won-priced gold is back to around September 2016 level, so the geopolitical factors have roughly offset the better global economic outlook...
week 04/09/2017: EDU1-EDU2: 0 EDM8-EDM9-EDM0: 0 UXY-WN steepener: +969 USD Short EURNOK: -2823 USD Short EURCZK: -1536 USD Short 6EZ7: -406 USD...
I have no idea if he is right or not and it would be hard to compete with central bank research. Core is weak, GDP growth from household goods...
So USDTRY has gone down to 3.40 from 3.85 peak in January. It’s an expensive one to short and shorting a currency that’s gone from 1.75 pre taper...
so yesterday I made a claim that eurozone lending to non-financials corporates is contracting year-on-year: Draghi drew a different conclusion in...
short 1 6e z7 @ 1.2065
pre-meeting thoughts: services hicp has been stable, but core HICP hasn't exactly firmed in France and Italy, US core is weak, so they will need...
rolled -2 (-4+2) RXU7 -> RXZ7, 165.37, 162.43
bit late with week 28.08.2017: EDU1-EDU2: +750 USD EDM8-EDM9-EDM0: +375 USD Long AUDNZD: +1080 USD (closed) Short EURNOK: +520 USD Short EURCZK:...
closed audnzd on spike up. sld 6au7 @ 0.7986 bot 6nu7 @ 0.7187
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