Taigi rašiau, kad tokie targetai. Duodu 1:3 šansą, 3666 šiems metams. Ir peilius gaudau. Ko tu čia prie manęs kabinėjiesi, nervų guzas.

O kad situacijoje nesiorientuoji, tai man akivzidu. :P

o jei pranes, kad atrado vakcina nuo korona, ir bus ralis mega.... nevaryk i kelnes C

Pranešė. Pildykitės, kol kiti varo į kelnes. Moderna, Inc. (MRNA)

Man tai tikrai nera ko varyt i kelnes, o vai kai kuriems fantastams cia - tikrai yra. Nebent jie svetimom bapkem zaidzia, ant kuriu jiems nusispjaut, kas irgi nenustebintu.

Tai jau pranešė delfis, kad pirmajam savanoriui vakciną įšvirkštė kažkokią. jei viskas oki-vakcina atkeliaus į rinkas po...12-14 mėn

Pofik ta vakcina. Toki burbula del sio viruso pute tikrai nebereikalo.
Kas nors globaliai pasikeite, ne. Vadinasi ir geru naujienu nebus.

Aciu, paemiau maza lota pabandymui.

JAV toliau raudonuoja....

raudonuoja tai raudonuoja, bet jau ne -12% kaip pradzioj,,,,

Paemiau XOM, TOT, SNAP callu truputi.
Dar GME long

Anksti dar.Manau.Dumblas turetu bent iki 25-26nueiti.TOT tai isvis kaip sidabras atrodo.

Gali atsakyti kodel perki tokias atliekas, o ne obuoli, Amazona ar Microsofta?
Imones kurios augs 100 procentinai.

Gerchiko apzvalga 2020 03 16



Jei spx siandien gerai uzsidarys, galimas atsokimas.
eurusd per daug volatilus
nafta toliau kris, opec griuna, lektuvai , kruizai nevyksta
auksas dar gali pakrist
usdrub rubli isgelbejo usa palukanu kirpimas
btc toliau kris
USA NT reitai nekrenta, net kyla puse procento reiskia nt pizda ( ir bankam taip pat)
Walmartas beveik nekrito, stiprus.
Boeingui laidotuviu marsas
Taip pat uberiui ir lyftui
Ilgalaikiam galima paimt norwegian cruises
Car irgi galima paimt, duoda gerus otkatus.

Jo, augisss teisus - paskubejau biski.
Klaustukas- staciau ant naftos atsokimo, galvoju, kad susitars artimiausiu metu opec su rusais

Repurchase Agreement Operational Details
In accordance with the most recent Federal Open Market Committee (FOMC) directive, the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York will conduct a series of overnight and term repurchase agreement operations (repos) to ensure that the supply of reserves remains ample and to support the smooth functioning of short-term U.S. dollar funding markets.
Securities eligible as collateral for both overnight and term operations include Treasury, agency debt, and agency mortgage-backed securities. Primary Dealers will be permitted to submit up to two propositions per security type at rates equal to or greater than the minimum bid rate. Unless otherwise specified, the minimum bid rate for term repo operations is based on prevailing market rates that reflect market expectations for the path of the federal funds rate over a similar tenor to that of the repo operation. An additional spread may be applied. These are a technical parameters and no inference should be drawn about the Federal Reserve’s views on the current or future stance of monetary policy based on minimum bid rates. These parameters are subject to change.

The operation schedule and parameters are subject to change. The Desk will update the operation schedule and parameters table below daily to reflect the operational details for the following business day’s operations.

Schedule of Overnight and Term Repurchase Agreement Operations
MONTHLY SUMMARYOPERATION SCHEDULE & PARAMETERS
CURRENT PERIOD SUMMARY NEXT SCHEDULE RELEASE
Thursday, 3/12/2020 - Monday, 4/13/2020 The desk plans to conduct overnight repo operations on each business day and a series of term repo operations. Monday, 4/13/2020
OVERNIGHT OPERATIONS DATES AGGREGATE OPERATION LIMIT
Morning: Thursday, 3/12/2020 - Monday, 4/13/2020* At least $175 billion
Afternoon: 3/16/2020 $500 billion
TERM OPERATION DATE MATURITY DATE TERM AGGREGATE OPERATION LIMIT
Thursday, 3/12/2020** Monday, 4/6/2020 25-days At least $50 billion
Thursday, 3/12/2020 Thursday, 3/26/2020 14-days At least $45 billion
Thursday, 3/12/2020**, forward settlement repo*** Friday, 6/5/2020 84-days $500 billion
Friday, 3/13/2020** Friday, 6/5/2020 84-days $500 billion
Friday, 3/13/2020** Monday, 4/13/2020 31-days $500 billion
Monday, 3/16/2020** Monday, 4/13/2020 28-days $500 billion
Tuesday, 3/17/2020 Tuesday, 3/31/2020 14-days At least $45 billion
Thursday, 3/19/2020 Thursday, 4/2/2020 14-days At least $45 billion
Friday, 3/20/2020** Friday, 6/12/2020 84-days $500 billion
Monday, 3/23/2020** Monday, 4/20/2020 28-days $500 billion
Tuesday, 3/24/2020 Tuesday, 4/7/2020 14-days At least $45 billion
Thursday, 3/26/2020 Thursday, 4/9/2020 14-days At least $45 billion
Friday, 3/27/2020** Friday, 6/19/2020 84-days $500 billion
Monday, 3/30/2020** Monday, 4/27/2020 28-days $500 billion
Tuesday, 3/31/2020 Tuesday, 4/14/2020 14-days At least $45 billion
Thursday, 4/2/2020 Thursday, 4/16/2020 14-days At least $45 billion
Friday, 4/3/2020** Friday, 6/26/2020 84-days $500 billion
Monday, 4/6/2020** Monday, 5/4/2020 28-days $500 billion
Tuesday, 4/7/2020 Tuesday, 4/21/2020 14-days At least $45 billion
Thursday, 4/9/2020 Thursday, 4/23/2020 14-days At least $45 billion
Thursday, 4/9/2020** Friday, 7/3/2020 85-days $500 billion
Monday, 4/13/2020** Monday, 5/11/2020 28-days $500 billion
*Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, 4/10/2020, the overnight repo on Thursday, 4/9/2020 will mature on Monday, 4/13/2020.
**The minimum bid rate for these longer-maturity term repo operations will be set at the greater of: (1) the prevailing market rate that reflects market expectations for the path of the federal funds rate over a similar tenor plus a spread of 5 basis points for one-month repo operations and 10 basis points for three-month repo operations, or (2) the minimum bid rate for the overnight repo operation on the same day. These are a technical parameters and no inference should be drawn about the Federal Reserve’s views on the current or future stance of monetary policy based on the minimum bid rates for repo operations. These parameters are subject to change.
***This forward settlement operation will be conducted at 1:30 p.m. ET on 3/12/2020. It will settle on 3/13/2020 and mature on 6/5/2020.
Note: This calendar was last updated on 3/16/2020

PREVIOUS PERIODS

March 15, 2020

Federal Reserve Actions to Support the Flow of Credit to Households and Businesses
For release at 5:00 p.m. EDT

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The Federal Reserve is carefully monitoring credit markets and is prepared to use its full range of tools to support the flow of credit to households and businesses and thereby promote its maximum employment and price stability goals. In addition to actions taken by the Federal Open Market Committee, including actions taken in coordination with other central banks, the Federal Reserve Board announced a series of actions in support of these goals. These actions are summarized below.

Discount Window
Federal Reserve lending to depository institutions (the "discount window") plays an important role in supporting the liquidity and stability of the banking system and the effective implementation of monetary policy. By providing ready access to funding, the discount window helps depository institutions manage their liquidity risks efficiently and avoid actions that have negative consequences for their customers, such as withdrawing credit during times of market stress. Thus, the discount window supports the smooth flow of credit to households and businesses. Providing liquidity in this way is one of the original purposes of the Federal Reserve System and other central banks around the world.

The Federal Reserve encourages depository institutions to turn to the discount window to help meet demands for credit from households and businesses at this time. In support of this goal, the Board today announced that it will lower the primary credit rate by 150 basis points to 0.25 percent, effective March 16, 2020. This reduction in the primary credit rate reflects both the 100 basis point reduction in the target range for the federal funds rate and a 50 basis point narrowing in the primary credit rate relative to the top of the target range. Narrowing the spread of the primary credit rate relative to the general level of overnight interest rates should help encourage more active use of the window by depository institutions to meet unexpected funding needs. To further enhance the role of the discount window as a tool for banks in addressing potential funding pressures, the Board also today announced that depository institutions may borrow from the discount window for periods as long as 90 days, prepayable and renewable by the borrower on a daily basis. The Federal Reserve continues to accept the same broad range of collateral for discount window loans.

Intraday Credit
The availability of intraday credit from the Federal Reserve supports the smooth functioning of payment systems and the settlement and clearing of transactions across a range of credit markets. The Federal Reserve encourages depository institutions to utilize intraday credit extended by Reserve Banks, on both a collateralized and uncollateralized basis, to support the provision of liquidity to households and businesses and the general smooth functioning of payment systems.

Bank Capital and Liquidity Buffers
The Federal Reserve is encouraging banks to use their capital and liquidity buffers as they lend to households and businesses who are affected by the coronavirus.

Since the global financial crisis of 2007-2008, U.S. bank holding companies have built up substantial levels of capital and liquidity in excess of regulatory minimums and buffers. The largest firms have $1.3 trillion in common equity and hold $2.9 trillion in high quality liquid assets. The U.S. banking agencies have also significantly increased capital and liquidity requirements, including improving the quality of regulatory capital, raising minimum capital requirements, establishing capital and liquidity buffers, and implementing annual capital stress tests.

These capital and liquidity buffers are designed to support the economy in adverse situations and allow banks to continue to serve households and businesses. The Federal Reserve supports firms that choose to use their capital and liquidity buffers to lend and undertake other supportive actions in a safe and sound manner.

Reserve Requirements
For many years, reserve requirements played a central role in the implementation of monetary policy by creating a stable demand for reserves. In January 2019, the FOMC announced its intention to implement monetary policy in an ample reserves regime. Reserve requirements do not play a significant role in this operating framework.

In light of the shift to an ample reserves regime, the Board has reduced reserve requirement ratios to zero percent effective on March 26, the beginning of the next reserve maintenance period. This action eliminates reserve requirements for thousands of depository institutions and will help to support lending to households and businesses.

For media inquiries, call 202-452-2955.

March 15, 2020

Coordinated Central Bank Action to Enhance the Provision of U.S. Dollar Liquidity
For release at 5:00 p.m. EDT

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The Bank of Canada, the Bank of England, the Bank of Japan, the European Central Bank, the Federal Reserve, and the Swiss National Bank are today announcing a coordinated action to enhance the provision of liquidity via the standing U.S. dollar liquidity swap line arrangements.

These central banks have agreed to lower the pricing on the standing U.S. dollar liquidity swap arrangements by 25 basis points, so that the new rate will be the U.S. dollar overnight index swap (OIS) rate plus 25 basis points. To increase the swap lines' effectiveness in providing term liquidity, the foreign central banks with regular U.S. dollar liquidity operations have also agreed to begin offering U.S. dollars weekly in each jurisdiction with an 84-day maturity, in addition to the 1-week maturity operations currently offered. These changes will take effect with the next scheduled operations during the week of March 16.1 The new pricing and maturity offerings will remain in place as long as appropriate to support the smooth functioning of U.S. dollar funding markets.

The swap lines are available standing facilities and serve as an important liquidity backstop to ease strains in global funding markets, thereby helping to mitigate the effects of such strains on the supply of credit to households and businesses, both domestically and abroad.

For media inquiries, call 202-452-2955.

https://youtu.be/q3cVStplxto
Klausimai ir atsakymai

Uzdejau pliusa(nostalgija gerai animacijai) ,noreciau buti Gena ,bet turbut esu Cheburaska.

https://g2.dcdn.lt/images/pix/ekonominis-burbulas-73497204.jpg
Sakyciau esam tarp baimes ir kapituliacijos.

Turetu buti-??????,jei nesuveiks FED auksciau nukopintos priemones