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TFX (By BrianHarris96 )

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TFX Обсуждение

BrianHarris96
Feb 22 at 15:03
232 комментариев
With relatively little data in LatAm this week, focus will likely be on US data and yields,
with some attention also on Brazilian politics. The few LatAm data releases this week
include Mexico’s December retail sales tomorrow and on Wednesday Mexican December
economic activity and final 4Q GDP. Chile releases a raft of January data on Friday, including
unemployment, retail sales and manufacturing and industrial production. BRL sentiment may be
more dictated by politics though, with focus on the potential new stimulus deal, of which we may
see details released today, and a senate vote on Thursday, according to media reports.

BrianHarris96
Feb 23 at 04:07
232 комментариев
CTA Position Tracker

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BrianHarris96
Feb 23 at 08:05
232 комментариев
Looking ahead, we are likely to see more headline noise today with Fed Chair Powell delivering the Fed’s semi-annual monetary policy report. This comes following mild pushback overnight against the recent yield moves from ECB President Lagarde. Away from this, USD consumer confidence and GBP employment data are the only main points to watch today. In EM, HUF sees a rate decision (hold).

BrianHarris96
Feb 23 at 09:33
232 комментариев
Closing risk in German fixed income Last week our short German 10 y inflation linker position reached its target
for a gain of USD 1100 k Meanwhile, German 5 s 30 s has steepened further and our position is trading at a loss Its
fair value has also increased as higher yields become a systemic feature of the market, resulting in our decision to
close the position.

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BrianHarris96
Feb 23 at 10:32
232 комментариев
IDR trades at 14120-30 having opened lower at 14100-120. Our onshore traders have seen mixed interest but banks are sellers. They expect the short term range to remain between 14080-14150. In rates space, INDOGBs opened steady, with saw small sized selling interest from offshores in the 5-15yr area, but locals are buyers today.

BrianHarris96
Feb 24 at 02:06
232 комментариев
Very pain trade to go short Aussie, Cable and Euro-Swiss at current stage.

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BrianHarris96
Feb 24 at 10:57
232 комментариев
Much of what happened in markets in 2020 can, in hindsight, be described as the easy
part of the reflation trade. The nominal curve steepened, breakevens widened, and
yields gradually went higher, alongside strong performance in risky assets from
depressed levels – all of which can be collectively called the reflation trade – and are
the hallmarks of the early stages of recovery from an economic crisis.

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BrianHarris96
Feb 24 at 13:04
232 комментариев
CTA Position Tracker
Daily Tracking of Systematic Trend Followers (Feb 23, 2021)

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BrianHarris96
Feb 24 at 15:12
232 комментариев
Today the Italian Treasury will sell EUR 6.5bn of BOT 31Aug21. BOT redemptions will amount to EUR 7.5bn, therefore net supply will be negative. Roughly one month ago, BOT 30Jul21 was sold at an average yield of -0.448% and is now trading around 3bp cheaper. The 6M-9M area of the BOT curve is almost flat, at -0.42%. Therefore, we expect the new 6M BOT to be priced around that level.

BrianHarris96
Feb 24 at 16:24
232 комментариев
Today is value date month end for U.S. corps which usually sees USD demand.

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