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Bonds Analysis & Opinion

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The Long-Bond Play
By 
 - Apr 17, 2014

Clearly the trend has been higher in the last four months as June 30-yr bonds futures have climbed 8 handles. This week's consolidation just below the 135'00 level could signal an interim top. A ...

 
Bonds: Size Matters
By 
 - Apr 15, 2014

There have been a few articles recently on Pimco's underperformance and the increasing concentration on the buy side of the bond market. There is danger, here, for large active managers and their ...

 
10-Year Yields Fall, Expect Demand To Follow
By 
 - Apr 14, 2014

US yields have gone down in recent weeks, pulling away from the fabled 3.00% line in the sand due to a myriad of reasons.On the economic front, we have weaker than expected US NFP numbers, while ...

 
US 10-Year Treasury Note Speculators Sharply Raise Bearish Positions
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 - Apr 14, 2014

Weekly CFTC Net Speculator Report Large Speculators bearish positions jump to a total of -155,174 contracts 10 Year Treasuries: Large futures market traders sharply increased their overall bearish ...

 
Keep An Eye On Junk Bonds
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 - Apr 10, 2014

Over the past month High Yield (junk) bonds (SPDR Barclays High Yield Bond ETF (ARCA:JNK)) have lagged the performance of Investment Grade (high quality) bonds (iShares Investment Grade Bond Fund ...

 
Greek 10-Year Back At 2010 Levels
By 
 - Apr 09, 2014

This Great Graphic, made on Bloomberg, shows the yield of Greece's 10-year bond over the past five years. The big break in early 2012 was the private sector debt restructuring. As recently as Q4 ...

 
Gilts: Support At 110.00/109.95
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 - Apr 08, 2014

Gilts retested March highs at 110.25/32 as we become overbought short term. We topped exactly here with a good chance of profit taking midweek. We look for a test of support at 110.00/109.95. This ...

 
Bund: Overbought Short Term
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 - Apr 08, 2014

Bund beat 143.54/50 for a retest of resistance at 143.70/74. We topped almost exactly here at 143.79 and we should struggle here again today as we become overbought short term. However on a break ...

 
US10Y: Uptrend Remains For Now With 125.0 Support Intact
By 
 - Apr 08, 2014

Prices of the U.S. 10-Year Treasury Note jumped sharply higher following the NFP miss last Friday, pushing above from 124.2 to a high of 125.0 in quick fashion. Even though 125.0 round figure ...

 
TLT: Upside Potential Limited by Strong Resistance
By 
 - Apr 08, 2014

Yesterday, Bond prices attempted to recapture early February highs and move toward their March highs but met strong resistance and paused. The YTD performance of the iShares Barclays 20+ Yr Treasury ...

 
US 10-Year Treasury Traders Raise Bearish Bets
By 
 - Apr 06, 2014

Weekly CFTC Net Speculator Report Large Speculators bearish positions increase to a total of -68,776 contracts 10 Year Treasuries: Large futures market traders raised their overall bearish bets in ...

 
Sweden's Fixed Income Market Watch  
By 
 - Apr 04, 2014

A quantitative run through of the Swedish fixed income market, starting with the Riksbank and money markets before moving on to government and mortgage bonds. To Read the Entire Report Please Click ...

 
US10Y: Futures Approaching 124.0 But Yields Nowhere Near 3%
By 
 - Apr 03, 2014

Treasury prices have been steadily declining ever since Yellen's gaffe where she unwittingly suggest that higher interest rates will come sooner than when market expected. She has since tried to ...

 
Euribor: Important Levels
By 
 - Apr 03, 2014

June 14 resistance at 9969, 9972/73, 9976(March Highs), contract highs at 9979/80. Support at 9966/65(January low), 9964 (December low), 9959/58 (October low).Sept 14 resistance at 9969, 9971/72 ...

 
Gilts: Oversold Short Term
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 - Apr 03, 2014

Gilts gapped lower breaking 109.28/23 but bounced just 4 ticks above the 100 day moving average and last week's low at 109.08/06. We are oversold short term but meet resistance at 109.39/41. A break ...

 
Bund: Recovery Is Possible
By 
 - Apr 03, 2014

Bund held 143.27/26 on the topside to hit our buying opportunity at 142.88/85 but we ran over to 142.72. We are oversold short term so a recovery is possible to 143.00/05 today. We should struggle ...

 
Bobl: Selling Opportunity At 125.30/31
By 
 - Apr 03, 2014

Bobl opened below 125.31/33 to hit our lower target of 125.05/02 and bottomed exactly here. We meet resistance at 125.19 with a high for the day possible but above here a selling opportunity at ...