The win streak is over.
Category: treasury
If You Thought That Was Crazy: Full Week Ahead Preview
How about a little more fun?
“America, Fuck Yeah!” Congress Thinks Funding Government May Be Good Idea After All
Last week, it was starting to look like traders had reached peak negativity with regard
Japan Dumps US Debt In Longest Streak Since June 2013
As you’re no doubt aware, Japanese investors have been dumping US debt. “Data from Japan’s
No, Janet Yellen Does Not Need To Wait On Donald Trump
Think back to last month. I know that’s really f*cking hard because with Trump in
Goldman CEO Decries Trump Immigration Policy
“This is not a policy we support, and I would note that it has already been challenged in federal court, and some of the order has been enjoined at least temporarily. “
Chart Check (Going, Going, Gone)
Score one for the shorts…
Is The Record Treasury Short A Contrarian Indicator? This Scatter Plot Has The Answer
One of the most asked questions (well, I don’t have any data on that, but I assume a lot of people are asking) is this: is the record short a contrarian indicator?
10 Black Swans
The amusing thing about this (to me anyway) is that it is to a certain extent emblematic of markets’ overwhelming tendency to misprice the tails. These pieces almost read like a guide to the unthinkable – “here’s what happens if everything just goes to complete sh*t”…
Daily Kickstart (ECB Preview; Why Did Tarzan And Suicide Squad Suck So Bad?)
It feels quiet out there on Thursday morning. On Wednesday, a fairly potent one-two punch
The Trend May Bend, “But Will It Break”?
“Trends go through life cycles. There’s more to them than just a big move that happens because some market theme becomes all the rage.”
Chart Check (A History Of Major Treasury Selloffs)
Ok look, it’s anyone’s guess where yields are going to be in 12 months. Rates
2016 Vs. 2017: YTD Returns
Anything would have been better than last year…
Massive Treasury Short Now At 4 Standard Deviations
If there’s one thing leveraged funds are damn sure of, it’s that short Treasurys is the way to go in the new year.
Treasurys Dump, Dollar Jumps After Econ Data
Boy, that escalated quickly…
Monday Chart Check (Who Needs Liquidity Edition)
“Many market participants have argued that regulations such as the Supplementary Leverage Ratio (SLR) have made repurchase agreements (repos) more expensive for dealers, and that this in turn has hurt liquidity in the cash Treasury market.”
Sunday Chart Check (Who Wants To Be A Contrarian Edition)
Would you go against this grain?
Sunday Chart Check (Shock Absorber Edition)
One of the biggest stories of the past two months has been the sharp repricing
(Re)Balancing Act Bolsters Treasurys Into Year End
One question going into a week in which the tape was painfully thin across the
More Post-Fed, End Of Year Chatter
Reactions to the Fed’s “hawkish” dot plot shift are still trickling in from all over
Daily Summary
For those who might have missed a beat or two today, here’s Bloomberg with everything
SocGen Previews Today’s Key 10Y Auction
As I highlighted this morning in the latest from Bloomberg’s Richard Breslow, this is an
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