Posts by: Marc Nemenoff

The Nemenoff Report 4/23/14

On April 23, 2014 - 8:55 AM By

Financials: June Bonds are currently 14 higher at 134’12 and the 10 Yr. Note 8 higher at 123’28. We continue to hold the long 10 Yr./short Bond spread in the belief that at some point rates will edge higher and the yield curve will widen. A less risky position will be long the 5yr./short the [...]

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The Nemenoff Report 4/21/14

On April 21, 2014 - 9:29 AM By

Financials: June Bonds are currently 5 lower at 133’24 and the 10 Yr. Notes 1 lower at 123’23. We continue to hold the long 10 Yr. Note/ short Bond spread, currently trading at 10’01. We remain short Dec. 2014 and Mar. 2015 Eurodollars. Support on the Bonds remains just under the 133’00 level and resistance [...]

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The Nemenoff Report 4/16/14

On April 16, 2014 - 9:30 AM By

Financials:June Bonds are currently 12 lower at 134’12 and the 10 Yr. Notes4 lower at 124’15. We remain spread long 10 Yr. /short Bonds spread is currently at 9’30 premium the Bonds putting us at a loss of $1400+. We remain short Dec. 2014 and March 2015 Eurodollars. Since my last “Report”, Apr. 9th, these [...]

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The Nemenoff Report 4/9/14

On April 9, 2014 - 9:08 AM By

Financials: June Bonds are currently 11 lower at 133’10 and the 10 Yr. Note 7 lower at 123’26. We remain spread long 10 Yr. Notes/short Bonds which is currently trading at 9’16 premium the Bonds, about 1’00 against us. We continue to hold short biased positions in Eurodollars. I recommend covering March 2015 short positions [...]

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The Nemenoff Report 4/7/14

On April 7, 2014 - 9:55 AM By

Financials: June Bonds are currently 3 higher at 133’02 and the 10 Yr. Notes 2 higher at 123’23.5. We remain spread long 10 Yr. Notes/short Bonds which is currently trading at 9’11 premium the Bonds. We continue to hold short biased Eurodollar positions. Grains: May Corn is currently 2’0 lower at 499’6 and Dec. 0’6 [...]

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The Nemenoff Report 4/4/14

On April 4, 2014 - 9:31 AM By

Financials: June Bonds are currently up 8 at 132’15 and the 10 Yr. Notes 12 higher at 123’11. We continue to hold the long 10 Yr. Note/short Bond spread which is currently trading at 9’04 premium the Bonds. We continue to hold short biased positions in Dec. and March Eurodollars. This morning’s Unemployment Report showed [...]

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The Nemenoff Report 4/3/14

On April 3, 2014 - 11:15 AM By

Financials: June Bonds are currently 2 higher at 132’01 and the 10 Yr. Note 1 lower at 122’29. We continue to hold the long 10 Yr. Note/short Bond spread, currently trading at 9’02 premium the Bonds. We put this spread on at 8’16 premium the Bonds. We continue to hold short biased positions in Eurodollars. [...]

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The Nemenoff Report 4/2/14

On April 2, 2014 - 9:22 AM By

Financials: June Bonds are currently 12 lower at 132’09 and the 10 Yr. Note 8 lower at 123’04. We remain in the long 10 Yr. /short Bond spread which is currently trading at 9’07 which still puts us at a loss from our initial entry level of the 8’15 area. We continue to hold short [...]

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The Nemenoff Report 3/31/14

On March 31, 2014 - 10:12 AM By

Financials: June Bonds are currently 16 lower at 133’01 and the 10 Yr. Note 9 lower at 123’09. We remain in the long 10 Yr./short Bond spread which is currently at 9’24 premium the Bonds and 1’06 ($1187.50) against us. We continue to hold short biased positions in Dec. 2014 & March 2015 Eurodollars. Grains: [...]

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The Nemenoff Report 3/27/14

On March 27, 2014 - 10:12 AM By

Financials: June Bonds are currently 5 higher at 133’24 and the 10 Yr. Note 3 lower at 123’22.5. The long 10 Yr./ short Bond spread is now trading at 10’01 premium the Bonds putting current losses at $1500. I’m going to stay with the spread for the moment ,but, will have an exit strategy next [...]

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The Nemenoff Report 3/26/14

On March 26, 2014 - 9:16 AM By

Financials: June Bonds are currently 10 lower at 132’24 and the 10 Yr. Note 3 lower at 123’12. We continue to hold the long 10 Yr. note/short Bond spread which is currently 18 points against us at 9’13 premium the Bonds. We continue to hold short biased positions in Eurodollar futures and options. We have [...]

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The Nemenoff Report 3/24/14

On March 24, 2014 - 9:09 AM By

Financials: June Bonds are currently 10 lower at 132’12 and the 10 Yr. Notes 8.5 lower at 123’05.5. The long 10 Yr. Note/short Bond spread is currently trading at 9’06 premium the Bonds putting us at a 20+ point loss ($600+). I’m going to stay with the spread for the moment, though I must admit [...]

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