Recent content by NAVEEVIa

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    Yield spread using Bond futures

    Thankyou Martinghoul, Thats a very clear explanation of what i suspected. I assume current environment as normal & working currently on how to utilise eurodollar futures for yield spread trades. As pointed out earlier by you I have noticed that using bond futures does expose one to risks which...
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    Yield spread using Bond futures

    Well i will have to brush up on my knowledge to understand most of what you say ( Just got my hand on Burghardt) I understand that swaps you are talking about are OTC instruments with floating leg being Libor rates at respective dates& the fixed leg being quoted, is that right? & swap spreads...
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    Yield spread using Bond futures

    Hi Martinghoul, What are your views on above. Its an old post on 30 yr auction day. Regards, Naveen
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    Yield spread using Bond futures

    Sorry for being late, on vacation right now. When trying to chart any spread/ butterfly on CQG the first thing you have to remember in which format CQG display price. If you open a new chart & chart TYA, you will see something like 118155 which is actually 118 + 15.5/32 =118.484 in decimals...
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    Yield spread using Bond futures

    Thank you bone, I am basically looking to relate cash yield spreads with eurodollar spreads. looking forward to more opinions on the subject Regards, Naveen
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    Yield spread using Bond futures

    I have started looking at eurodollar spreads recently & was wondering if i can use them for trading treasury yield spreads. So today after the NY open cash 2-10s was flatter by about 2-3 bps( Till auction results came out) but most GE 3 month spreads were positive to unchanged. Now curve at...
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    Fixed Income News service

    Thank You I will check Brokertalk
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    Fixed Income News service

    Hi everyone, Can anyone suggest me a good fixed income news & research service( No data just analysis). I am currently using IFR markets for FX & find them good , any experience with their fixed income service. I am looking for indepth analysis including options, STIRs , Technicals etc...
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    CQG's trade platform

    I did not fully understand you here, i can access DOm of many instruments but when i try to demo trade it says not tradeable. I do have the access to DOM of most instruments. Edit: i think it has something to do with exchange, i am able to see full dom for all instruments of CBOT & CME
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    Bund Bobl Schatz Fly

    I used to look at both but what i have observed is that either 2 or 10 reacts more on some days with 5s getting on either 2s side or 10s side so today currently i see 2s +1.8bp 5s +1.6bp 10s +3bp This is just a crude way but i have not found anyway to analyse this thing on intraday basis.
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    Bund Bobl Schatz Fly

    What i earlier said about cash 2-10s & Fly. 2-10s steepening today & fly is trending down since open.
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    CQG's trade platform

    I have 5 symbols enabled for CQG demo trader but i want 5 of my choice. I had a chat with CQG support, they said its not possible to change the symbols. I dont see why can anyone help me.
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    Yield spread using Bond futures

    I have to say that most times futures spread folow cash very closely but this did not happen today, specifically after chicago PMI 2-5s & 2-10s were basically unchanged to slighly positive but futures spread went down. After wards the steepening in cash 2-10s did affect & futures spread rose in...
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    Bund Bobl Schatz Fly

    You got me wrong , all i said was that i pay attention to German 2-10s to gauge any chances of Fly becoming directional. No i dont trade 2-10s.
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