3m EURUSD basis swap measures the funding stress for European banks to acquire USD in money marketsThursday, December 29, 2011
Wednesday, December 28, 2011
Wednesday, December 21, 2011
Tuesday, December 6, 2011
Goldman Sachs's top trades for 2012
Goldman Sachs's top trades for 2012
http://www.zerohedge.com/news/goldman-turns-bearish-squid-releases-top-trades-2012-and-its-not-pretty
http://www.zerohedge.com/news/goldman-turns-bearish-squid-releases-top-trades-2012-and-its-not-pretty
1. Short European High Yield credit (Buying protection on the iTraxx Crossover index), for a target of 950bp (opened at 770bp) and a potential return of 4.5%, stop at 680bp
2. Short 10-yr German Bunds for a target of 2.8% (open at 2.3%) and a potential return of +4.5%, stop 2.0%
3. Go long EUR/CHF for a target of 1.35 (opened at roughly 1.2260) and a potential return of 11% including carry, stop at 1.20
4. Long Canadian equities (S&P TSX) vs Japanese equities (Nikkei), FX unhedged for a target of 120 (opened at 100) and a potential return of 20%, stop at 90
5. Long a Global Rebalancing Basket (CNY, MYR versus GBP, USD) for a target of 107 (opened at 100) and a potential return of 7%, stop at 98
6. Long July 2012 ICE Brent Crude Oil futures for a target of $120/bbl (opened at $107/bbl) and a potential return of 12%, stop at $100/bbl
Friday, November 18, 2011
Wednesday, October 19, 2011
Monday, October 17, 2011
Friday, September 30, 2011
Wednesday, August 31, 2011
Thursday, August 25, 2011
Monday, August 22, 2011
Monday, June 13, 2011
Tuesday, May 10, 2011
Tuesday, May 3, 2011
Thursday, April 14, 2011
Thursday, March 17, 2011
Sunday, March 13, 2011
Wednesday, March 9, 2011
Tuesday, March 8, 2011
Wednesday, March 2, 2011
Wednesday, February 23, 2011
Thursday, February 17, 2011
Wednesday, February 2, 2011
Tuesday, February 1, 2011
Tuesday, January 25, 2011
Friday, January 21, 2011
Wednesday, January 5, 2011
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