Tag Archives: closing bell

Daily Wrap Up: Charts, Auctions and More

12 Jul

SSA Daily Chartbook – July 12, 2011 [GDocs]

CS Global Investment Returns Yearbook [The Analyst]

UPDATED Bond Auction Calendar, Today’s Auction Results, Historical Stats [GDocs]

Revisiting Zipcar – and analysts that rate them [georgetownjack]

2/25 Bond Market Summary

25 Feb

Fairly quiet day, next week to round out February’s issuance, early in the week we have a couple of bill auctions. You can view the Auction Calendar/Historical Auction Stats document here.

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2/24 Bond Market Summary

24 Feb

Today was a mixed bag in terms of spreads, even given the price volatility that we’ve seen especially the last week with the Middle East situation. Today’s 7Y auction comments are here, however that took a back seat to late day rumors that a certain individual had been shot in Libya.

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Bond Market Update – 3PM

23 Feb

Here’s the 3PM snapshot of the US bond market:

Symbol LAST PREV Change
US2Y 0.74 0.707 0.033
US5Y 2.17 2.141 0.029
US7Y 2.87 2.840 0.030
US10Y 3.48 3.468 0.012
US30Y 4.59 4.609 -0.019
Spreads
US25 143 143.400 -0.400
US210 274 276.100 -2.100
US230 385 390.200 -5.200
US510 131 132.700 -1.700
US530 242 246.800 -4.800
US1030 111 114.100 -3.100
US27 213 213.300 -0.300
US57 70 69.900 0.100
US710 61 62.800 -1.800
US730 172 176.900 -4.900
Butterflies
US2530 -99 -103.400 4.400
US21030 163 162.000 1.000
US257 73 73.500 -0.500
US2710 152 150.500 1.500
US2730 41 36.400 4.600
US5710 9 7.100 1.900
US5730 -102 -107.000 5.000

 

Tomorrow we have the 7Y auction on deck, you can see the previous stats here.

Closing Notes – August 19

19 Aug

The unexpected jump in weekly unemployment claims this morning came as a bit of a surprise to me, I didn’t expect a +13k jump. For those who have been following me as I’ve opined on Stone Street, i’ve been bearish throughout most of the year. Continue reading

Closing Notes – August 18

18 Aug

Today was yet another quiet day in US Treasuries, with buyers coming back for more action in all tenors except for the midcurve (5/7). Even volatile swap spreads have calmed down over the past day or so as people digest the Fed’s latest move and look to the future.

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Closing Notes – August 16, 2010

16 Aug

It was off to the races again today, trying to see who can front-run the Fed apparently as the long end of the curve saw a lot of fireworks.

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