Currently viewing the tag: "The Nemenoff Report"

Financials: March Bonds are currently 1 lower at 150’00, 10 Yr. Notes 5 lower at 124’10, 5 Yr. Notes 4 lower at 117’25 and June Eurodollars 1.5 lower at 98.825. Italy’s rejection of Prime Minister Renzi’s proposed reforms initially rallied the Bonds and Dollar but eventually these markets stabilized to current values. We have been […]

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Financials: Dec. Bonds are currently 5 lower at 154’28, 10 Yr. Notes 1 higher at 126’16, 5 Yr. Notes 2 higher at 119’02 and June Eurodollars 0.5 higher at 98.905. Over the last week Bonds dipped slightly below the 153’00 support level before rallying to the 155’00 level. I am for the moment using the […]

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Financials: Dec. Bonds are currently 9 lower at 156’22, 10 Yr. Notes 12 lower at 127’21, 5 Yr. Notes 7 lower at 119’26 and June 2017 Eurodollars 3.5 lower at 98.910. Results of a Trump victory saw one of the most volatile days in recent history with Bonds having nearly a nine handle the range […]

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Financials: Dec. Bonds are currently 11 lower at 163’31, 10 Yr. Notes 5 lower at 130’00.5, 5 Yr. Notes 3 lower at 120’27.5 and June Eurodollars 1 lower at 98.95. I remain on the sidelines awaiting an opportunity to go short Eurodollars above 99.040.
Grains: Dec. Corn is 0’6 higher at 349’0, Jan Beans […]

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Financials: Dec. Bonds are currently 7 higher at 163’14, 10 Yr. Notes 2 higher at 129’29.5, 5 Yr. Notes 1.5 lower at 120’28 and June 2017 Eurodollars 1.5 higher at 99.990. We have taken profits on short 10 Yr. Note and the combination of short 10 Yr. Note/short out of the money 10 Yr. Note […]

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Financials: Dec. Bonds are currently 25 lower at 164’04, 10 Yr. Notes 9 lower at 129’25, 5 Yr. Notes 5 lower at 120’22.7 and June 2017 Eurodollars 1.5 lower at 98.930. The market now appears to have priced in a rate hike for either Nov. or Dec. If you remain short either 10 Yr. Notes […]

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9/28/2016
Financials: Dec. Bonds are currently 7 lower at 169’07, 10 Yr. Notes 4 lower at 131’13, 5 Yr. Notes 1.5 lower at 121’21 and June 2017 Eurodollars 0.5 lower at 99.015. German 10 Yr. Bund set record low yield as Angela Merkel said their government will not be prepared to bail […]

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FOMC this week. The Nemenoff Report 09/20/16

On September 20, 2016 - 7:49 AM By

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Financials: Dec. Bonds are currently 11 higher at 166’02, 10 Yr. Notes unchanged at 130’14, 5 Yr. Notes down 1 at 121’05 and June 2017 Eurodollars 1.5 lower at 98.950. FOMC meeting today and tomorrow of which I suspect there will be no change in rates but the language of the minutes should […]

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The Nemenoff Report. 09/12/16

On September 12, 2016 - 9:13 AM By

Financials: Dec. Bonds are currently 6 lower at 166’21, 10 Yr. Notes 2.5 lower at 130’09, 5 Yr. Notes 1 lower at 121’00.7 and June 2017 Eurodollars 1 higher at 98.965. Recent comments by the Fed has led the market to believe that a 25 basis point hike in rates is imminent and this has […]

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Financials: Dec. Bonds are currently 4 lower at 170’17, 10 Yr. Notes 1 lower at 130’30.5, 5 Yr. Notes 1 lower at 121’07 and June 2017 Eurodollars unchanged at 98.970. Recent comments by the Fed, FOMC minutes and Chairwoman Yellen’s comments from Jackson Hole, have been interpreted as somewhat hawkish. By this I mean the […]

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Financials: Sept. Bonds are currently 15 higher at 172’07, 10 Yr. Notes 6.5 higher at 132’14.5, 5 Yr. Notes 4.7 higher at 121’22.2 and June 2017 Eurodollars 3.5 higher at 99.090. Given that the Dollar is losing ground to other currencies (Euro and Yen) which currently have negative rates makes me leery of a rate […]

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Financials: Sep. Bonds are currently 3 lower at 171’18, 10 Yr. Notes 3 lower at 131’30, 5 Yr. Notes 1.2 lower at 121’14.7 and June 2017 Eurodollars 1 lower at 98.98. Last weeks surprising Jobs Report of +235,000 new non farm payrolls was negative for Bonds and positive for equities. Now to throw a monkey […]

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