Thursday 26 September 2013

26/09/2013

Good morning all.....
Euribor took back some of this weeks gains early yesterday as LTRO comments taken for what they where, finally. This I think weighed on the Eurex bonds in the am. A failure to break 55/50 meant a retest of 140.00 in the afternoon.
Overnight US bonds off a little so I expect bund to open in the 80s.
TY
Bund


€ curve
Trend is your friend
€ teds
 
bor spreads....Interesting new algo in here this week.
Oh and thanks to the LTRO take back the BOR over ED spread is back to scratch.
 
Loadsa data out this morning in Italian Retail Sales, Dutch Consumer Confidence, EUR M3, German Import Prices, UK GDP. Then a bundle of US stuff in the afternoon including GDP and Initial Jobless.
 
Good Luck
Lee
 

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