Discover and read the best of Twitter Threads about #quad2
Most recents (4)
Weekly Global Macro Review 10/07/21
1/15
@hedgeye calls it #Quad2 reflation, but I rather prefer @jam_croissant’s colorful description of “endless gamma squeezes” oh so reminiscent of 🎉🍾🥳 like it’s 1999!
Let’s dig into the macro 🧮 for the week
1/15
@hedgeye calls it #Quad2 reflation, but I rather prefer @jam_croissant’s colorful description of “endless gamma squeezes” oh so reminiscent of 🎉🍾🥳 like it’s 1999!
Let’s dig into the macro 🧮 for the week
2/15
A 🕊 #FOMC on Wednesday and a 💪🏼 #NFP report on Friday with underlying wage #inflation of 4.9% y/y was enough to ignite a rally in the $UST market ↗️
WTF, you say?
A 🕊 #FOMC on Wednesday and a 💪🏼 #NFP report on Friday with underlying wage #inflation of 4.9% y/y was enough to ignite a rally in the $UST market ↗️
WTF, you say?
3/15
Indeed, the MOVE 66.30 ↘️ from 78.34 on Tuesday as the 10/2s curve remained 🥞 at 105
2Y .405 -9.6 bps
5Y 1.056 -12.9 bps
10Y 1.455 -10.6 bps
30Y 1.888 -5.1 bps
Chart: Despite a strong #NFP, the $TNX ↘️ -10.6 BPS to 1.455 and at critical support
Indeed, the MOVE 66.30 ↘️ from 78.34 on Tuesday as the 10/2s curve remained 🥞 at 105
2Y .405 -9.6 bps
5Y 1.056 -12.9 bps
10Y 1.455 -10.6 bps
30Y 1.888 -5.1 bps
Chart: Despite a strong #NFP, the $TNX ↘️ -10.6 BPS to 1.455 and at critical support
Hello Friday!
W/MTD
$NIKK +3.12%
$COMPQ +2.85%
$DAX +2.17%
$SPX +1.62%
$KOSPI +0.42%
$CRB -1.79%
$NATGAS +5.34%
$COPPER -1.09%
$CORN -1.58%
$WTIC -5.70%
$TLT -0.27%
$IEF +0.46%
$SHY +0.13%
$USD +0.23%
$GOLD +0.54%
Let's dig into the wee hour 🧮!
W/MTD
$NIKK +3.12%
$COMPQ +2.85%
$DAX +2.17%
$SPX +1.62%
$KOSPI +0.42%
$CRB -1.79%
$NATGAS +5.34%
$COPPER -1.09%
$CORN -1.58%
$WTIC -5.70%
$TLT -0.27%
$IEF +0.46%
$SHY +0.13%
$USD +0.23%
$GOLD +0.54%
Let's dig into the wee hour 🧮!
Asia closed with a ↘️ bias
$NIKK 29612 -0.6%
$SSEC 3492 -1.0%
$TWII 17297 +1.3% 🔺
$KOSPI 2069 -0.45%
$IDX 6582 -0.05%
Australia ↗️
$ASX 7457 +0.4%
India ↔️
$BSE 60068 unch/closed
$NIKK 29612 -0.6%
$SSEC 3492 -1.0%
$TWII 17297 +1.3% 🔺
$KOSPI 2069 -0.45%
$IDX 6582 -0.05%
Australia ↗️
$ASX 7457 +0.4%
India ↔️
$BSE 60068 unch/closed
Europe opened with a ↗️ bias
$DAX 16021 -0.05%
$FTSE 7308 +0.4%
$CAC 7006 +0.25%
$AEX 822 +0.2%
$IBEX 9026 -0.15%
$MIB 27575 +0.2%
$SMI 12458 +0.45%
$MOEX 4170 -0.35% 🪆
$DAX 16021 -0.05%
$FTSE 7308 +0.4%
$CAC 7006 +0.25%
$AEX 822 +0.2%
$IBEX 9026 -0.15%
$MIB 27575 +0.2%
$SMI 12458 +0.45%
$MOEX 4170 -0.35% 🪆
Hello Friday!
What a week! 🎢
But you'd never know it from the average of things
Week to date score board
$SPX +0.36%
$USD -0.16%
$WTIC +2.06%
$COPPER -0.35%
$GOLD -0.09%
$TNX +2.92%
$VIX -10.48% <<
Let's dig into the early morning 🧮
What a week! 🎢
But you'd never know it from the average of things
Week to date score board
$SPX +0.36%
$USD -0.16%
$WTIC +2.06%
$COPPER -0.35%
$GOLD -0.09%
$TNX +2.92%
$VIX -10.48% <<
Let's dig into the early morning 🧮
🇯🇵 is ichiban 🥇 into the Asian close ↔️
$NIKK 30249 +2.05% 🇯🇵
$SSEC 3613 -0.8%
$TWII 17260 +1.05%
$HSI 24130 -1.55% 🔻
$KOSPI 3125 -0.05%
$IDX 6145 +0.05%
Australia ↘️
7343 -0.35%
India ↗️
$BSE 50962 +0.15%
$NIKK 30249 +2.05% 🇯🇵
$SSEC 3613 -0.8%
$TWII 17260 +1.05%
$HSI 24130 -1.55% 🔻
$KOSPI 3125 -0.05%
$IDX 6145 +0.05%
Australia ↘️
7343 -0.35%
India ↗️
$BSE 50962 +0.15%
After a nice 🎉 that saw $FEZ +1.75% for the week, Europe is trading ↘️ at the open
$DAX 7045 -0.9%
$FTSE 7045 -0.45%
$CAC 6629 -1.05%
$AEX 793 -0.95%
$IBEX 8837 -0.45%
$MIB 25942 -0.55%
$SMI 11837 -0.85%
$MOEX 4039 -0.35%
$DAX 7045 -0.9%
$FTSE 7045 -0.45%
$CAC 6629 -1.05%
$AEX 793 -0.95%
$IBEX 8837 -0.45%
$MIB 25942 -0.55%
$SMI 11837 -0.85%
$MOEX 4039 -0.35%
Global Macro Week in Review
1/12
This past week was NOT a #quad2 week
Bonds and proxies outperformed with LQD +1.2%, TLT +1.72%, XLRE +1.97% and XLU +1.12% vs. SPY +0.4%
Meanwhile, HE’s four horsemen languished with XLB, XLF and XLI all losing positive 1-month price momentum
1/12
This past week was NOT a #quad2 week
Bonds and proxies outperformed with LQD +1.2%, TLT +1.72%, XLRE +1.97% and XLU +1.12% vs. SPY +0.4%
Meanwhile, HE’s four horsemen languished with XLB, XLF and XLI all losing positive 1-month price momentum
2/12
Equity volatility ↘️ continued to drain from the market
$VIX 15.65 -4.69%
$VXN 19.16 -9.71%
$RVX 22.26 -2.45%
$VXEEM 17.88 -7.07%
⚠️ Opex ahead on 6/16
Equity volatility ↘️ continued to drain from the market
$VIX 15.65 -4.69%
$VXN 19.16 -9.71%
$RVX 22.26 -2.45%
$VXEEM 17.88 -7.07%
⚠️ Opex ahead on 6/16
A supportive vol regime and a big decline in yields led to outsized performance in $COMPQ and $RUT
$RUT +1.89%
$COMPQ +1.85%
$CAC +1.3%
$SPX +0.41%
$KOSPI +0.29%
$NIKK +0.02% 🐻
$DAX unch
$HSI -0.26%
$SSEC -0.6%
$CAC still leads +9.16% over 3 months
$RUT +1.89%
$COMPQ +1.85%
$CAC +1.3%
$SPX +0.41%
$KOSPI +0.29%
$NIKK +0.02% 🐻
$DAX unch
$HSI -0.26%
$SSEC -0.6%
$CAC still leads +9.16% over 3 months
