Bonds

Discussion List

  • Weston Nakamura
    Week Ahead: 8/23-8/27 Calendar
    (Calendar only, Week Ahead Video coming later) US House of Reps back in session to vote on $1 trillion infrastructure bill + $3.5 trillion budget resolution Mon 8/23 Japan, Germany, France, UK PMI US existing home sales Earnings: JD.com Tues 8/24 Germany GDP US New Home Sales UST 2yr auction Earnings: Best Buy Wed 8/25 US Durable Goods Orders UST 5yr Auction Jackson Hole Day 1 Thurs 8/26 ECB Minutes  US GDP UST 7yr Auction Earnings: Dollar General, Dollar Tree Jackson Hole D…
    Weston Nakamura 18 views 1 comment Most recent by matthew_l Real Vision
  • Ralph Humphrey
    Ralph Humphrey 2 views 1 comment Most recent by John Ahearn Real Vision
  • Weston Nakamura
    July CPI downside miss trade: 30y UST + gold + Softbank
    30y UST Futures (ZB): delta neutral w/ upside convexity bias (long end yields fall) 4:1 ratio calls to futures: •Long Sept 165 Calls (25 ∆) •Short ZBU1 Sept 30y futures  time horizon: close at 8:31am - end of week Long Gold calls on futures (GC): 1775 / 1800 call spread time horizon: close at 8:31am - end of week Long Softbank (my “long tech“ expression - as explained to @Jeremiah S Softbank, via japan listed 9984 Softbank + US listed SFTBY (for ”round the clock” trading). this is my “n…
    Weston Nakamura 1 view 2 comments Most recent by Weston Nakamura Real Vision
  • Weston Nakamura
    Week Ahead: Mon Aug 9 - Fri Aug 13 w/ Petr & Weston
    https://vimeo.com/584843372FX Futures roll week ahead of expiry Mon 8/16 (AUD, EUR, JPY, GBP) Monday Aug 9 (Japan Holiday) •Fed speeches: Atlanta Fed Bostic & Richmond Fed Barkin (both taper-favoring) Earnings: AMC, Berkshire Hathaway •US JOLTS Tues Aug 10 Earnings:  🇯🇵Softbank, 🇺🇸 COIN •ARK monthly seminar - first after dropping all China exposure + adding HOOD Wed Aug 11 •US CPI •10Y UST Auction Earnings: 🇨🇳Baidu, NetEase, TAL Education (rescheduled) 🇺🇸Disney, Airbnb Thurs Aug…
    Weston Nakamura 6 views 4 comments Most recent by john_c Real Vision
  • Weston Nakamura
    The Same Trade? See these charts
    What do cars, cryptocurrencies, asset managers, movie theaters, and meme trading have in common? They're the same trade on the 10Y UST Yield (or vice versa?) - here's the wild goose chase. First- why did $HOOD rally +24% yesterday on no news? My suspicion for the reason led me to the OCC site, where I checked the criteria for when exchanges can list options following an IPO. They are as follows (and $HOOD checks the boxes): ✓ The underlying stock must have a minimum of seven million shares o…
    Weston Nakamura 2 views 10 comments Most recent by Weston Nakamura Real Vision
  • sam_c
    *for the first time since june Japanese 10y does not trade LoL @weston
    I love that little *Note: "the first time the 10y jananese bond doesn't trade since June" but said cryptically.  @Weston Nakamura I know you are almost a broken record about japan, but it remains such a wild story.   
    sam_c 4 views 2 comments Most recent by Weston Nakamura Real Vision
  • Petr Pinkhasov
    Global Macro + Crypto Technicals 3
    Time to dive deep into some of the charts that are in play in the global macro space.  KWEB (China Internet ETF) is down a serious amount over the last few days. We are now threatening to break a trend line that is going back almost 6 years. Today's volume also happened to be the highest in the ETF's history. Small caps are trading like it is 2003. This was an analog that I discovered a couple of days ago. I think this might be more of interest for @Raoul Pal given how tight the market ha…
    Petr Pinkhasov 2 views 2 comments Most recent by Petr Pinkhasov Real Vision
  • sam_c
    Can anyone explain me how comes the yield seems to be too good to be true? This is a Lloyds bond....
    Can anyone explain me how comes the yield seems to be too good to be true? This is a Lloyds bond. Also how do perpetual bonds react to interest rate changes?
    Answered sam_c 1 view 1 comment Most recent by jim_l Real Vision
  • Petr Pinkhasov
    Going Through Charts w/ Petr Episode 2
    Time To Plunge Into The Charts! Join me on a quick and dirty dive into the murky waters of small caps and treasury yields. Feel free to shoot me a message if you have any questions or just reply below! https://vimeo.com/575575913Charts Mentioned: Crude Oil Crude / 10 Year Yields IWM/QQQ Ratio vs 10 Year Yields KWEB BABA
    Petr Pinkhasov 1 view 2 comments Most recent by christopher_m Real Vision
  • Ian Read
    Short USD, second half of 2021
    Chart from readtheticker.com. Wait for fundamentals to confirm DXY cycle.
    Ian Read 1 view 0 comments Started by Ian Read Real Vision
  • Weston Nakamura
    Weekly Roundup + Global Markets Review: USD & FX, USTs, Equities, Options & Quarter Expiry, Gold ...
    https://vimeo.com/565456248Not my typical weekly roundup at all ↑ Markets Reviewed / Examined & Explained  In this note- market related matters from the week: •Global Central Banks •Geopolitical Risk  •”The Dollar” / the yen, FX •UST yields •Gold & crypto  •June quarterly options expiry/meme calls I was going to discuss markets on RVDB Thurs but didn’t make it on. Not every day is a markets discussion day- but day after FOMC certainly was. We saw some major moves that had left…
    Weston Nakamura 2 views 26 comments Most recent by Matthew Paley Real Vision
  • Weston Nakamura
    If you can pick the mind of 1 or 2 people from the Exchange (about anything), who would it be? Us...
    If you can pick the mind of 1 or 2 people from the Exchange (about anything), who would it be? Use names & “@“ tag. Also feel free to write what / why (i.e. @Moritz Heiden - want to know how quants look at markets- tickers? Charts? Lines of code? @Matt Daniell to learn how to develop a bulletproof daily process and stay disciplined to it.)
    Answered Weston Nakamura 1 view 5 comments Most recent by jeremiah_s Real Vision
  • ant_h
    I just read a really useful paper on index (inflation) linked bonds (linkers).
    It's only 12 pages and easy to understand. It covers a variety of concepts including duration, how linkers behave in different economic environment, volatility, and liquidity. Anyway here's the link in case you want to read it. An Introduction to Inflation-Linked Bonds by Werner Krämer, Managing Director, Economic Analysis at Lazard Asset Management. Published 2017.  https://www.lazardassetmanagement.com/docs/sp0/6034/AnIntroductionToInflation-LinkedBonds_LazardResearch.pdf  Also, if you kno…
    ant_h 2 views 5 comments Most recent by ant_h Real Vision
  • Moritz Heiden
    Update from the Real Vision Bot.
    Sorry for not posting the weekly results in a timely manner lately. If you are taking those as an early indicator, it's always updated on Sunday on the Bot's website (www.realvisionbot.com). If you only look at the charts, you might only miss my description of events. I'll return to the normal schedule of discussing the results on the Exchange shortly. For the moment I'm working on new features for the Bot. One feature will be to search the interviews for any keyword and display the informatio…
    Moritz Heiden 3 views 3 comments Most recent by sam_c Real Vision