bund

These Are The Junk Bond Trades That "Obliterated" Traders In 2015 https://t.co/aPEpsMpw9a MultiAssetAlternativ (@MulitAssets) December 23, 2015 When the word 'bloodbath' just doesn't quite sum it up, distressed debt investors's bonuses have been obliterated...

"It's An Epic Bloodbath" - Presenting The 2015 Junk Bond Heatmap https://t.co/lKb9nARESO MultiAssetAlternativ (@MulitAssets) December 14, 2015 Ten days ago, before the world had heard about the stunning liquidation and gating of the Third Avenue Focused...

Wall Street Banks Admit They Rigged CDS Prices Too http://t.co/hp2Xz5NWEp MultiAssetAlternativ (@MulitAssets) October 02, 2015 Back in June, we noted that a group of investors which included hedge funds, pension funds, university endowments, and others...

Avec le violent rebond des marchés actions, le Bund a corrigé assez brutalement. Cette phase de consolidation et la vitesse qui l'accompagne a généré un ordre d'achat à 153.95. Nous passons donc long Bund avec une durée moyenne de détention de la position...

Le modèle a décelé une opportunité de passer short sur le future Bund ce matin à 153.19. La durée moyenne de détention d'une position courte est de 26.8 jours pour un average target price de 2.42. De ce fait nous pouvons déjà estimer la zone de sortie...

Citi: Euro Bond Market Faces "Historic" Levels Of Risk http://t.co/EYq0e0iRsS MultiAssetAlternativ (@MulitAssets) June 08, 2015 A little less than a month ago in " Two Years Later, The VaR Shock Is Back, " we outlined the similarities between the recent...

Bund "Stable" As Put-Call Ratio Collapses To 6-Month Low http://t.co/weWBtsaOgg MultiAssetAlternativ (@MulitAssets) May 14, 2015 Bund yields rose once again overnight, testing last week's melt-up 77bps top briefly but have 'stabilized' as US markets come...

Bond Bloodbath? Putting The Jump In Rates Into Perspective http://t.co/Ft0NgD1lEo MultiAssetAlternativ (@MulitAssets) May 13, 2015 Some folks have been dumpingglobal bonds again today (after disappointing retail sales in the US). But, can we just put...

Blistering Demand For Benchmark Treasurys: Indirects In 10 Year Auction Highest Since 2011 http://t.co/9Mi9NCYva2 MultiAssetAlternativ (@MulitAssets) May 13, 2015 If yesterday's strong 3 Year auction caught the hordes of shorts unaware, sending the repo...

30Y Treasury Yield Retraces 50% Of 2014 Plunge http://t.co/KShVBVGLq2 MultiAssetAlternativ (@MulitAssets) May 13, 2015 As 30Y yields push up to the highs of the day, steepning the yield curve across the entire complex, it has now retraced 50% of the yield...