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5 Posts Total by "bockdharma":
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bockdharma
(Indiana, United States)
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bockdharma
Indiana , United States
Posted Anonymously
14 years ago
Sep 22, 2010 18:49
In Thread: Commodity FX (CAD AUD NZD NOK)
Ashraf--Enjoyed your video comments 9/21 NOK and SEK. You did not mention anything about oil and NOK. With WTI in the lower quartile of the 2010 price range, this would see to play into your analysis that SEK may have more room to rise vs. NOK. Or is the correlation of oil and NOK overplayed? Thanks.
bockdharma
Indiana, United States
Posts: 3
15 years ago
Jan 11, 2010 2:49
In Thread: More Euro Losses Ahead
Ashraf
Just read your IMT 2131 ET...to answer my own question (maybe), perhaps the correlation is not evident on the chart! If you have a similar chart DE/US 2Y spread vs. EURUSD please post. Not easy for me to create--no BB. Anyhow, appreciate any additional comments. Thanks, good eve.
bockdharma
Indiana , United States
Posted Anonymously
15 years ago
Jan 11, 2010 2:40
In Thread: More Euro Losses Ahead
Hi Ashraf
Regarding this article and recent Sunday eve Twit, 10Y UST yield > 10Y DE Bund yield...meanwhile spread 2Y UST notes vs. DE Schatze favoring EUR in terms of yield, right.... You seem to key in on the 10Y point on the curve. It seems to me the the 2Y end of the curve is having more FX impact at this time, especially for the yen crosses. Do you agree? If not, why the focus on the 10Y spread more so than the 2Y for dollar pairs?

--Thanks
bockdharma
Indiana, United States
Posts: 3
15 years ago
Oct 11, 2009 2:42
In Thread: Yield Curves, FX & LIBOR Trends
Ashraf--I hope you are having a relaxing weekend. My question comes from concepts in this curve article, the last IMT on Friday, and the workbook page on yields and yens crosses. There were plenty of jolts this past week--namely the RBA hike, the poor treasury auctions results Thurs, and great jobs #'s out of both AUS and CAD. So Friday we see a very nice spike in yields and the curve steepens. What really catches my eye here Friday is the tremendous yen weakness that on W and Th seemed more like noise or covering.

The workbook posts a great slide on the correlation between yields and the yen. What I am asking here is do you see a major turn here on the yen, assuming we continue to see UST yields continue to play catch up with competing global assets? Therefore, this week appears to be, at least fundamentally, a major turning point and line in the sand for the YEN. Yes or No?

Thanks in advance for any insight you may have the time to share....
bockdharma
Indiana, United States
Posts: 3
15 years ago
Oct 3, 2009 16:22
In Thread: VIX, Oil, BRICS & Sterling's Sell-Appeal
alaidi--in the second segment in today's webinar you reviewed COT data regarding cable net shorts. given relative yen strength (maybe 80 in play USDJPY), wouldn't GBPJPY shorts or EURGBP longs be slightly preferable to GBPUSD shorts--since it seems JPY and EUR should outperform USD (slides 1, 2, and 3 in the workbook). thanks--
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