International Business Times

Swiss Franc Interest Rates Report

Yield curves take back fear-driven gains

There was a muted response to the third-straight reading of contraction amongst manufacturers across the Empire State. While the dollar's slide was notable, there was little left for the treasury market to do other than unwind a slim loss.

By Andrew Wilkinson | Aug 16, 2011 | Interactive Brokers

Bond prices weaken as stocks rebound

Deal news sparked a Monday morning rebound for equities and stole the limelight from the recent surge in bond prices. Yields rose to start a week that delivers key inflation reports as well as a report showing how the consumer is faring in light of high energy and food costs.

By Andrew Wilkinson | Jun 14, 2011 | Interactive Brokers

Athens versus Grimsvotn

Working on the rule of thumb that approximately each one thousand feet of volcanic ash spewing from Iceland's Grimsvotn volcano is equivalent to one basis point of government bond yields, it's logical to conclude that Greek two-year yields at 25% today tower higher in the atmosphere. It is, however, harder to estimate which event outcome will affect the European economy more.

By Andrew Wilkinson | May 25, 2011 | Interactive Brokers

European turmoil lifts key bond prices

Europe woke up altogether on the wrong side of bed on Monday with investors dumping stocks, commodities and peripheral government bonds as the political and economic climate took a pounding. Yields on core government bonds slid while those on less well-to-do nations rose as did the cost of insuring against the unsavory prospect of default.

By Andrew Wilkinson | May 24, 2011 | Interactive Brokers

Bonds mark time

Government bond prices remained stubbornly buoyant despite an ongoing rebound from last week's 11% slump in global commodity prices. Equity markets too are resilient with investors lifting prices back towards last week's highs, the best performance in three years.

By Andrew Wilkinson | May 11, 2011 | Interactive Brokers

Dealers take payroll data with a pinch of salt

Dealers sold treasury notes following the largest payroll gain by U.S. employers since May, and the biggest private-sector gain since February 2006. Yields rose, but hardly enough to justify the headline number.

By Andrew Wilkinson | May 07, 2011 | Interactive Brokers

Yields and FX

As we have said before, yields are major drivers of FX at the moment, especially for USDCHF, EURUSD and GBPUSD. The charts below show the close yield/ FX relationships:

By Kathleen Brooks | Feb 10, 2011 | Forex.com

Treasuries break out of their long-term range

After remaining in a tight range between December and January US Treasury yields have broken out to the upside and are currently trading at 3.68%, as you can see in the chart below. Friday's shock improvement to the US unemployment rate was the catalyst for the break out in yields.

By Kathleen Brooks | Feb 07, 2011 | Forex.com

IB FX Brief Dollar in a bind

The dollar is sure to one day snapback against the current death spiral it finds itself in. A Fitch Ratings boost to this year's GDP forecast for both the U.K. and the Eurozone has accentuated the disparate growth rates across the Atlantic divide.

By Andrew Wilkinson | Oct 02, 2010 | Interactive Brokers

London Session Update: Spanish auctions help the euro, SNB holds steady

The US dollar is softer and the yen looks to be consolidating after yesterday's sharp sell-off. There is no clear sign of continued intervention today from Japan. While the exact amount is unknown, reports have estimated the size to be roughly 2 trillion yen, making the intervention a single-day record.

By Eric Viloria | Sep 17, 2010 | Forex.com

Swiss franc hits parity vs dlr, soars to 9-mth high

The Swiss franc gained to a nine-month high on Tuesday, with the dollar falling below parity and touching a low of 0.9996 francs.

Sep 14, 2010 | Reuters

Daily Video Recap (8/27): Bernanke Sparks Some Risk Appetite, Focuses on Recovery

Bernanke outlined what he thinks the central bank will have to do if the economy continues to weaken further. Steps include more quantitative easing or lowering the rate paid to banks to hold reserves with the Fed. Still, he tried to focus on the sustainability of the recovery, and tried to calm fears over deflation.

By Nick Nasad | Aug 28, 2010 | FX Times

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