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Analysis

Update : 10/13/2019 - 3:55 pm GMT

EDITO : The US repo incident is temporarily over, but the mystery remains on the movements of the morning of 16/09. For our part, we wonder if the missiles launched by Iran on Saudi refineries would not have also touch the repo market ?

Summary of the week ahead

We should see the main bond markets bearish, a EURUSD continuing its recovery and equity markets that should enter into the expectation.

US 10 years government at 1.734

Bond 10 years USA

Buyer Pressure Seller Pressure

Basic trend : Bearish.

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The buying pressure continues to grow at a slower pace, the prevailing selling pressure accelerating its decline.

In the short term, the 10 year should continue its bullish movement to its resistance zone 1.872 / 1.898. Any drops should be limited to support at 1.636.

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Resistances 1.737 1.766 1.770 1.837 1.872 1.898 1.936
Supports 1.724 1.700 1.651 1.636 1.624 1.610 1.595
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.062 Weekly 0.203
Max. Weekly Range * 1.531 1.937

* Anticipated


German 10 years government at - 0.442

Bond 10 years Germany

Buyer Pressure Seller Pressure

Basic trend : Bearish.

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The dominant buying pressure continues its upward progression, the selling pressure continues its decline.

In the short term, in its recovery the rate should temporarily cap under its resistance of -0.408 and then continue towards the zone of resistance -0.335 / -0.328.

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Resistances - 0.421 - 0.408 - 0.362 - 0.335 - 0.328 - 0.313 - 0.291
Supports - 0.446 - 0.464 - 0.505 - 0.544 - 0.562 - 0.609 - 0.646
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.065 Weekly 0.175
Max. Weekly Range * - 0.617 - 0.267

* Anticipated


French 10 years government at - 0.165

Bond 10 years French

Buyer Pressure Seller Pressure

Basic trend : Bearish.

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The prevailing buying pressure continues its upward progression, the selling pressure continues to decline.

In the short term, the rate should continue its bullish movement to its resistance zone -0.075 / -0.072. Any decline should be limited to its support -0.204.

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Resistances - 0.144 - 0.136 - 0.096 - 0.086 - 0.073 - 0.046 - 0.009
Supports - 0.178 - 0.186 - 0.204 - 0.246 - 0.254 - 0.276 - 0.346
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.068 Weekly 0.156
Max. Weekly Range * - 0.321 - 0.009

* Anticipated


Italy 10 years government at 1.039

Bond 10 years Italy

Buyer Pressure Seller Pressure

Basic trend : Bearish.

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Dominant buying pressure continues to rise, the selling pressure still decreasing slowed down.

In the short term, the Italian yield should continue its upward movement until its resistance of 1.286.

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Resistances 1.139 1.170 1.186 1.208 1.241 1.286 1.328
Supports 1.035 0.968 0.944 0.929 0.914 0.803 0.758
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.065 Weekly 0.200
Max. Weekly Range * 0.839 1.239

* Anticipated


European Bond 10 years Spreads

Basically the main spreads against the German rate are in a downtrend.

This week saw the main interest rate spreads against Germany being slightly bullish.
For the coming week, the level of spreads should not change trend and be slightly upward.


European Bond 10 years government

Bond Spain 10 years

Buyer Pressure Seller Pressure

Spain 10 years government

Bond UK 10 years

Buyer Pressure Seller Pressure

UK 10 years government

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EURUSD at 1.1042

EURUSD

Buyer Pressure Seller Pressure

Basic trend : Bearish.

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NOTE : Any missile colliding with a refinery where a tanker and skid in Syria, would restore the dollar's safe haven status by propelling the Euro to 1.0973 / 1.0941.

The Buying pressure continues to grow at a speed higher than the selling pressure which remains dominant.

In the short term, before continuing its technical recovery to 1.1148 resistance, the single currency should stagnate in the 1.1066 / 1.1088 zone. Its downward movements should be limited to 1.1003 support.

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Resistances 1.1066 1.1088 1.1106 1.1111 1.1113 1.1148 1.1175
Supports 1.1035 1.1027 1.1009 1.0995 1.0981 1.0960 1.0945
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.0074 Weekly 0.0132
Max. Weekly Range * 1.0910 1.1174

* Anticipated


Currencies World

Euro

EUR

Dollar

USD

Yuan

CNY

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SP500 Index at 2970

Indice SP500

Buyer Pressure Seller Pressure

Basic trend : Consolidate.

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The buying pressure is growing faster than the selling pressure, which remains predominant.

In the short term, the index should stabilize below its resistance zone 2987 / 2995 or 3002 to return touching its support zone 2940 / 2936.

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Resistances 2978 2987 2995 3002 3011 3017 3027
Supports 2964 2954 2940 2936 2928 2916 2878
Volatility HV * D. 21 D. 252
Ave. Range * Daily 38 Pts Weekly 89 Pts
Max. Weekly Range * 2881 3059

* Anticipated

sp500 - Implied volatility

As every week, the operations related to the weekend Theta are expected to exert bullish pressure on Monday and bearish pressure on Friday on implied volatility.

This week, a return of volatility would remain an opportunity to carry out portfolio hedging with a long maturity.

Indice VIX at 15.58
Trend *
Resistances 17.04 18.02 21.46 24.04 24.59 24.94 30.05
Supports 15.20 13.20 12.07 9.21

* Anticipated


CAC40 Index at 5665

CAC40

Buyer Pressure Seller Pressure

Basic trend : Consolidate.

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The Buying pressure continues to rise, the prevailing selling pressure has begun to decline.

In the short term, the index should stop its bullish movement below its resistance level 5696 / 5704 or 5739 to return on its support of 5636 or 5629.

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Resistances 5672 5681 5696 5704 5730 5752 5771
Supports 5657 5636 5629 5601 5593 5567 5536
Volatility HV * D. 21 D. 252
Ave. Range * Daily 72 Pts Weekly 175 Pts
Max. Weekly Range * 5490 5840

* Anticipated

CAC40 - Implied volatility

As every week, the operations related to the weekend Theta are expected to exert bullish pressure on Monday and bearish pressure on Friday on implied volatility.

This week, this level of implied volatility is an opportunity to carry out portfolio hedging transactions.

VOLA IDX index at 14.48
Trend *
Resistances 16.70 16.83 18.42 21.94 24.31 25.46 31.79
Supports 14.10 12.66 11.38 9.43

* Anticipated


Equity indices World

America Indices

Dow Jones / Nasdaq / TSX

EU Indices

CAC250 / Footsie / Dax

Asia Indices

Hang Seng / Nikkei

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