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Analysis & Comment  > The Monthly Banker

The Monthly Banker: 11 February 2016

Latest monthly signals and benchmark bond futures

    

Benchmark Bond Futures

Instrument Close 1 Day 1 Week YTD
US 10 yr T-Bond Future 131.50 +0.19 +1.48 +5.59
UK Gilt Futures (cont) 121.77 -0.06 +0.88 +5.00
Euro 10yr Bund (cont) 164.48 -0.15 +0.45 +6.56
JGB (cont) 151.85 -0.23 +1.08 +2.81

 

 

10yr Benchmark Yields

Instrument Yield 1 Day 1 Week 12 Months
US 10yr Bond Yield 1.67% -0.05bp -0.21bp -0.32bp
UK 10yr Bond Yield 1.41% n/c -0.13bp -0.26bp
Germany 10yr Bond Yield 0.23% +0.02bp -0.07bp -0.12bp
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 0.3052 0.69 1.1254 1.6732 2.4921
Euro Gov 0.081 -0.246 -0.069 0.207 0.648
GBP Gov 0.453 0.435 1.119 1.412 2.261


Signals

Top 5 Gains.

Symbol Stock Close % Change
GERMAN German CDS USD SR 5Y 20.5696 +31.5%
UKT UK CDS USD SR 5Y 33.2448 +6.8%
USDRC 3-month USD LIBOR 0.725 +3.6%
CCHIN1U5 People's Republic of China 5yr CDS 143.32 +3.5%
USGG3M US 3m T-Bill Yield 0.3052 +3.4%

Top 5 Losses.

Symbol Stock Close % Change
AEGON AEGON CDS EUR SR 5Y Corp 130.186 -12.8%
AXASA AXASA CDS EUR SR 5Y Corp 91.905 -8.9%
LLOY LLOY CDS EUR SR 5Y Corp 107.142 -8.5%
ALZ ALZ CDS EUR SR 5Y Corp 62.4941 -7.8%
PRUFINL PRUFINL CDS USD SR 5Y Corp 186.488 -7.2%


P&F Breakouts: Feb 10, 2016.

Symbol Name Signal Signal
Price
Price
Objective
Stoploss Latest
Close
GERMAN German CDS USD SR 5Y Bull 16.50 35.00 12.00 20.5696



MA Crossovers : February 10, 2016

Code Name Signal Latest Close Change
ING ING CDS EUR SR 5Y Corp Golden 83.91 -4.22
GB00B3D4VD98 United Kingdom Gilt Inflation Linked Golden 139.32 -0.12
SHY iShares Barclays 1-3 yr T-Bond Fund Golden 85.02 n/c



Key Day Reversals : February 10, 2016

Code Name Signal Latest Change
AEGON AEGON CDS EUR SR 5Y Corp Peak 130.19 -12.8%
ALZ ALZ CDS EUR SR 5Y Corp Peak 62.49 -7.8%
AXASA AXASA CDS EUR SR 5Y Corp Peak 91.91 -8.9%
ING ING CDS EUR SR 5Y Corp Peak 83.91 -4.8%
 

 

 

Symbol Name Comment Close 1 day Support Resistance
TUH6 US 2yr T-Notes (Mar 16) Extends the overbought rally to a new contract high. 109.508 -0.0% 108.531 /
FVH6 US 5yr T-Notes (Mar 16) Overbought s-t rally makes a new contract high. 121.594 +0.1% 117.812 /
DUH6 Euro 2yr Schatz (Mar 16) Extends the overbought rally to fresh heights. 111.86 -0.0% 111.235 /
OEH6 Euro 5yr Bobl (Mar 16) S-t rally continues to a new contract high. RSI overbought. 132.7 -0.0% 130.24 /
RXH6 Euro 10yr Bund (Mar 16) Overbought rally shows a minor loss of momentum after a new high. 164.48 -0.1% 154.61 /
UBH6 Euro 30-year Buxl (Mar 16) S-t overbought rally finding resistance at the latest contract high, 168.86. 165.82 -0.5% 143.98 /
JBH6 10-year JGB (Mar 16) Surging, overbought rally finds intraday resistance at the latest contract high, 152.48. 151.89 -0.2% 148.24 /
YMH6 Australian 3-year Govt Future (Mar 16) S-t rally breaks the Oct ceiling. RSI overbought. 98.29 +0.0% 97.75 /
XMH6 Australian 10-year Govt Futures (Mar 16) Extends the s-t rally. RSI overbought. 97.63 +0.0% 96.97 /
L H6 Short Sterling (Mar 16) Pauses after a new contract high. Probes s-t uptrend support at the 50-day MA. 99.395 0.00% 99.21/99.3 99.44
ERH6 Euribor 3m (Mar 16) Overbought s-t rally yields to ranging near prior firm resistance from the contract high of 3 Dec. 100.225 +0.0% 99.915 100.265
EDH6 Eurodollar (Mar 16) Holds the recovery from the oversold Dec low. 99.355 +0.0% 99.12 99.565
G H6 Long Gilt Future Mar 16 Extends the s-t rally to a new contract high. RSI high. 121.77 -0.0% 113.23 /
TYH6 US 10 yr T-Bond Future Extends the overbought rally to a new high. 131.5 +0.1% 123.5 /

 

 

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