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The Monthly Banker: 4 September 2017

Latest bond signals and trends

    

Benchmark Bond Futures

Instrument Close 1 Day 1 Week YTD
US 10 yr T-Bond Future 126.95 -0.30 +0.08 +3.33
UK Gilt Futures (cont) 127.98 -0.33 -0.10 +2.15
Euro 10yr Bund (cont) 164.86 -0.22 +0.09 +0.71
JGB (cont) 151.21 +0.09 +0.12 +0.95

 

 

10yr Benchmark Yields

Instrument Yield 1 Day 1 Week 12 Months
US 10yr Bond Yield 2.17% +0.05bp -0.00bp 0.60bp
UK 10yr Bond Yield 1.03% n/c -0.02bp 0.37bp
Germany 10yr Bond Yield 0.36% n/c -0.02bp 0.43bp
Japan 10yr Bond Yield 0.33% -0.01bp -0.08bp -0.27bp

 

 

Yield Curve

  3 month Bill 2-year 5-year 10-year 30-year
USD Gov 0.9998 1.342 1.7383 2.1657 2.777
Euro Gov 0.081 -0.246 -0.069 0.207 0.648
GBP Gov   0.435 1.119 1.034 2.261


Signals

Top 5 Gains.

Symbol Stock Close % Change
GFRN10 France Govt 10Yr Yield 0.685 +3.5%
GAGB10YR Austrian Gov 10yr Bond Yield 0.582 +3.2%
USGG10YR US 10yr Bond Yield 2.1657 +2.2%
USGG5YR US 5yr Bond Yield 1.7383 +2.1%
USGG30YR US 30yr Bond Yield 2.777 +1.9%

Top 5 Losses.

Symbol Stock Close % Change
BBVASM BBVASM CDS EUR SR 5Y Corp 54.216 -6.7%
ING ING CDS EUR SR 5Y Corp 26.6972 -6.3%
ALZ ALZ CDS EUR SR 5Y Corp 25.9411 -6.1%
SANTAN SANTAN CDS EUR SR 5Y Corp 46.7268 -5.6%
SOCGEN SOCGEN CDS EUR SR 5Y Corp 36.7701 -5.3%


P&F Breakouts: Sep 1, 2017.

None Found


MA Crossovers : September 01, 2017

Code Name Signal Latest Close Change
TY1 US 10yr T-Note (cont) Golden 126.95 -0.30
GB00B24FF097 United Kingdom Gilt Golden 141.77 -0.32