Documente Academic
Documente Profesional
Documente Cultură
Comentarios
El informe semanal de confianza de los EE.UU. fue demasiado pobre (-49 frente a las exp.de -44 y el ant. en -47) y estamos muy cerca del mínimo histórico de -54.
La encuesta del sector de la construcción también fue decepcionante (15 frente a las exp. de 17 y el ant. en 16) y podría servir como un preaviso de lo que podría
ocurrir hoy, con la publicación de la Nueva Construcción de Vivienda.
El IPP también se publica hoy y estamos en línea con el consenso. Aparentemente, los bajos precios del sector energético han hecho lo suficiente para garantizar
un viaje tranquilo.
Atención a las actas del Bank of England a las 09:30 (GMT), especialmente a la vista de los últimos datos del IPC del Reino Unido.
Las publicaciones de ganancias de hoy incluyen varios agentes importantes del sector bancario de EE.UU.
Publicaciones de ganancias
País Hora (GMT) Nombre GPA prevista GPA anterior Comentario
EE.UU. (G(GMT)(GMT)
12:00 Bank of America -0,520 0,070
EE.UU. 13:00 Wells Fargo 0,006 0,620
EE.UU. 13:00 Morgan Stanley 0,415 0,380
Informe Diario de Mercado
2,5
120
100
1,5
1
80
0,5
60
0
-0,5
40
10-sep 10-nov 10-jan 10-mar 10-maj 10-jul 10-sep 10-nov 10-jan
21-01-2009 21-03-2009 21-05-2009 21-07-2009 21-09-2009 21-11-2009
US Breakeven 10 Year Saxo CDS Index
USD breakeven 10 Year – an expression for measuring Credit Default Swaps are expressions for the
inflation expectations. perceived default risk in a company. Now at 45.
AAA and BAA Corporate Bonds vs. 30yr US Treasuries
EURUSD Opt. Vol.
35 7
30 6
25 5
20 4
15 3
2
10
1
5
0
0
jun-08 sep-08 dec-08 mar-09 jun-09 sep-09 dec-09
01-08 03-08 05-08 07-08 09-08 11-08 01-09 03-09 05-09 07-09 09-09 11-09 01-10
EUR-USD OPT VOL 1W EUR-USD OPT VOL 1M EUR-USD OPT VOL 1Y Moody BAA - US Generic Govt 30 Year Yield Moody AAA - US Generic Govt 30 Year Yield
Volatility at different time horizons. Too low, now? Spreads are easing, but still showing tight
corporate debt markets.
CEE-German Govt. Bond Spreads CBOE SPX VOLATILITY INDEX
10 35
9
30
8
25
7
6 20
5
15
4
3 10
2
5
1
0
0
jul-09 aug-09 sep-09 okt-09 nov-09 dec-09 jan-10
mar-09 apr-09 maj-09 jun-09 jul-09 aug-09 sep-09 okt-09 nov-09 dec-09
CBOE SPX VOLATILITY INDX
GDMA Hungarian - German Czech Republic - German Poland - German
1
General
These pages contain information about the services and products of Saxo Bank A/S (hereinafter referred to as “Saxo Bank”). The material is provided for informational purposes
only without regard to any particular user's investment objectives, financial situation, or means. Hence, no information contained herein is to be construed as a analysis; or an
offer to buy or sell; or the solicitation of an offer to buy or sell any security, financial product, or instrument; or to participate in any particular trading strategy in any jurisdiction in
which such an offer or solicitation, or trading strategy would be illegal. Saxo Bank does not guarantee the accuracy or completeness of any information or analysis supplied. Saxo
Bank shall not be liable to any customer or third person for the accuracy of the information or any market quotations supplied through this service to a customer, nor for any
delays, inaccuracies, errors, interruptions or omissions in the furnishing thereof, for any direct or consequential damages arising from or occasioned by said delays, inaccuracies,
errors, interruptions or omissions, or for any discontinuance of the service. Saxo Bank accepts no responsibility or liability for the contents of any other site, whether linked to this
site or not, or any consequences from your acting upon the contents of another site. Opening this website shall not render the user a customer of Saxo Bank nor shall Saxo Bank
owe such users any duties or responsibilities as a result thereof.
Risk warning
Saxo Bank A/S shall not be responsible for any loss arising from any investment based on any analysis, forecast or other information herein contained. The contents of this
publication should not be construed as an express or implied promise, guarantee or implication by Saxo Bank that clients will profit from the strategies herein or that losses in
connection therewith can or will be limited. Trades in accordance with the analysiss in an analysis, especially leveraged investments such as foreign exchange trading and
investment in derivatives, can be very speculative and may result in losses as well as profits, in particular if the conditions mentioned in the analysis do not occur as anticipated.