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by Ashraf Laidi
Posted: Mar 30, 2010 17:14
Comments: 41
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Signals from Commodities & LIBOR

Yield differentials, LIBOR developments and the failure in the CRB and Crude Oil continue to boost USD
 
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GaryD
United States
Posted Anonymously
14 years ago
Mar 31, 2010 9:34
Article said "low" - just making sure. :)
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Mar 31, 2010 9:12
Yes Gary, i mentioned that at the NY expo when it was +0.50 at 2.5 year highs. Now it's at +0.73--3 yr high

Ashraf
GaryD
United States
Posted Anonymously
14 years ago
Mar 31, 2010 1:52
Do you mean the 10-yr T-note - Bund differential of 0.73 is a "3-yr HIGH"?
Great stuff as always.

Cheers
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Mar 31, 2010 0:47
Thanks guys,

Mill, Yes anything above +- 0.65 is good enough.

Ashraf
Millward
sydney, Australia
Posts: 8
14 years ago
Mar 30, 2010 23:27
Hi Ashraf,

At what threshold do you declare a +ve/-ve correlation, ie .60

Thank you very much.

Regards
Trader
DD
Michigan, United States
Posts: 4
14 years ago
Mar 30, 2010 19:09
Ashraf is talking about upcoming strength in USD by reinforcing individual strength against EUR and Commodities, which are generally valued in US$ terms...
Shak007
Toronto, Canada
Posts: 2
14 years ago
Mar 30, 2010 18:02
PS, your presentation was awsome. Don't tell Colin, but yours was much more interesting than his :)
Shak007
Toronto, Canada
Posts: 2
14 years ago
Mar 30, 2010 18:01
Hi Ashraf,

Your dead-cross analysis is brilliant. I am a bit new to this and noticed you have mentioned dead-cross formation in the CRB index (50 day MA vs 100-Day MA). Can you comment on the implication of this on USD and EURO?
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