FlowBank

874 days ago

#Bond #impliedvolatility is moving up again on #inflation worries and #liquidity worries

Trading conditions in Treasuries are the worst since March 2020. Bond traders around the world are trying to force central banks to respond to elevated inflation rates, creating unusually high price swings. This instability gave way to a vicious circle where the reluctance to participate impairs liquidity, making price swings ever more likely. Source: Bloomberg

#Bonds #Macro

875 days ago

October #CPI weights indicate private #transport has risen the fastest YoY. #Fuels and #utilities could have been further bolstered as a response to increasing levels of mobility. #Recovery

Interestingly, transport carries 16.72% of the CPI's total weight. This further highlights the disproportionate response that a recovering economy can have. Housing price levels have grown 20% on average which is high, but considering housing represents 41.73% of the basket's total weight, the attention remains on transport and energy.    

#Macro

876 days ago

#US #CPI surged 4.6% from last year in October 2021, above the 4.3% market estimate

The CPI for all times outside of food and energy rose 4.6% from a year earlier in October, from a 4% rise in September. The energy index rose 30% while the food index rose 5.3%.

#Macro
#US #CPI surged 4.6% from last year in October 2021, above the 4.3% market estimate

877 days ago

VIX rose more than 10% in the past week with the blue-chip index #S&P500 up also! #Equities continue to trade strong, are investors under-invested?

This phenomenon has happened 5 times since 1990 and stocks have generally performed well in the following couple of months. 

#Macro

877 days ago

The #BalticExchangeDryIndex stabilizes loosing streak on Monday after 12 consecutive negative sessions, climbing by 0.1% to 2718

The Baltic Exchange Dry Index, which tracks an average of the prices paid for the transport of dry bulk material across over 20 routes, is used to gauge the state of supply and demand for important materials used in manufacturing. Source: TradingEconomics

#Macro
The #BalticExchangeDryIndex stabilizes loosing streak on Monday after 12 consecutive negative sessions, climbing by 0.1% to 2718
bg_newsletter