Bonds Analysis & Opinion

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...

Weekly CFTC Net Speculator Report Large Speculators net bearish positions rise to a total of -129,409 contracts 10 Year Treasuries: Large futures market traders and speculators added to their overall...

Dealer inventories in fixed income products remain quite low and have seen especially sharp declines in credit products such as corporate bonds and ABS (Treasuries/agencies are Volcker-rule exempt,...

Buy 5Y covered bonds ASW - SEB572 ASW at 25bp. P/L: 17/35bp Carry/roll down: 1.8bp/m (0.85+0.75) Despite the performance in covered bonds relative to swaps, we see good reasons to buy/add to already...

The ETF is close to a strong resistance area; we prefer to take profit right now and to close our long position opened on March 18th at last price $111.66. Trading strategy:Close our long position at...

“The Committee’s sizable and still-increasing holdings of longer-term securities should maintain downward pressure on longer-term interest rates.” —Federal Reserve Press...

Sovereigns and corporates are taking advantage of the still accommodative global monetary conditions to secure funding. This Great Graphic, tweeted by Emerging Equity, from IIF data shows emerging...

Tis the season to hear,"Sell in May and Go away," a mantra that comes from below-average stock performance during the May-to-October time frame, compared to stronger stock performance between October...

The major market surprise of 2014 so far has been the extent of investors' appetite for yield in the developed fixed income markets. It has been quite spectacular. The Eurozone in particular has been...

A quick look at long rates and the Dollar, before proceeding to the precious metals:LONG BONDS (ARCA:TLT) The 1-year TLT chart (Barclays 20+ year Treasury Bond Fund) below has recently been even...

Weekly CFTC Net Speculator Report Large Speculators net bearish positions fall to a total of -114,425 contracts 10 Year Treasuries: Large futures market traders and speculators decreased their...

Many were surprised by the strength of the US April payrolls report yesterday. However, this should not have been a surprise. As discussed here and here, the signals pointing to US labor...

The no-brainer, can’t-miss trade of 2014 was supposed to be betting on higher interest rates. So how’s that working out for you? Apparently, not so good for Wall Street’s...

The most fatal illusion is the settled point of view. Since life is growth and motion, a fixed point of view kills anybody who has one - Brooks Atkinson With another Fed meeting and prospective taper...