Bonds Analysis & Opinion

Yesterday’s markets were a rather sudden trip down memory lane for us macro watchers as echoes of 2011 and 2012 hammered prices. What I will say is that these moves do look like an over-reaction...

The ECB can continue to argue that economic conditions in the Eurozone are nothing like those in Japan. The markets say otherwise ...

10-year Treasuries may revisit the 128 handle after a long time in order to breakout and make a new 20-month high. This level is closely watched and may provide big resistance, but a breakout...

The U.S. 10-Year T-Note has formed a rising wedge (pink) within a likely megaphone (bright blue on chart).The VWAP of the rising wedge is the same as the megaphone VWAP.It’s possible the...

Weekly CFTC COT Net Speculator Report | U.S. 10-Year Treasury Note: Large Speculator 10 year note positions accelerated lower last week10 Year Treasuries: Large futures speculators sharply raised...

Dovishness Begets Excessive Risk Taking by SpeculatorsThe Fed minutes came out this past week and they mentioned the strong dollar and less than stellar growth out of Europe, basically more over...

As long as there’s been debt, a way to resolve unpayable debt has needed to exist.A passage from Deuteronomy in the Bible talks about creditors canceling debts every seven years. Throughout 19th...

This week the index-linked auction is split between SEK500bn in the 6-year bond (SGBi3102) and SEK500bn in the 10-year bond (SGBi3109). Breakeven inflation rates have come down somewhat since the last...

My latest estimate for a retest of contract highs for the U.S. 10-year Note's December futures has come true. The treasury's strength may have to do with the recent weakness in other asset classes...

Weekly CFTC COT Net Speculator Report | 10 Year US Treasury Note Large Speculator 10 year note positions rise fall back to bearish side 10-Year Treasuries: Large futures speculators pushed...

If you have been paying close attention to the stock market, market internals/breadth, and bonds for the past three months, you’ve likely come to the same conclusion that I have. The US stock...

The 10-Year Note is close to 3-week highs despite the announcement of stronger than expected NFPs. On Friday the December futures found nice support at 124.84 to save the day and finish above 125. The...

Today's ECB meeting was a bit of a disappointment. The main message from President Mario Draghi was that the ECB has introduced a significant amount of measures and that the impact still needs to be...

A quantitative run through of the Swedish Fixed Income market, starting with the Riksbank and Money Markets before moving on to government and mortgage bonds. To Read the Entire Report Please Click on...