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OJK23:OJU24

Thanks...specifically looking for credit extended by exchanges for OJ spreads. Realize my language wasn't clear the first go round, so edited the original post.

Anyone have a link to credits that the exchanges provide for OJ futures intramarket spreads? Can't seem to find it. Wondering what sort of span margin traders are getting for offsetting a near short contract with a long-dated long. Thx.

Predictions aren't worth much, but I believe a recession may bring down earnings in 2023. My guess is SPX will trade near 2880 by EOY.

Nice to see you here and thanks for your reply

Rob Carver?

If you take delivery on say a March 2023 2-Year Note futures contract, what is the issuance date of the notes? Is the issuance date equivalent to the final settlement date of the contract? Thank you

always learning

Thanks

End of day quote for 30-year Bond (ZBH23) seems different across data platforms. Barchart and Investing.com seem to show last-minute buying in the after hours. Price is above 125. Trading view and the CME website don't show this. Price is below 125. Who is right? Guessing CME? Wondering also...

Good info. Thank you, Repoguy.

These are great options. Not sure I have access to SOFR w my broker. Eurdollars would give me enough liquidity I think. Thoughts on rolling a 2-year during a fed cutting cycle? Would you think that a March to June roll would leave a lot of money on the table?

My first thought too but they don't offer the liquidity I'd like on long-dated contracts.

This is a great option. Not sure my broker offers them but will check.

Wondering what people think is the better futures instrument to build a position if you believe the Fed will be cutting rates in 2023? A couple options are the 2-Year Note and Eurodollars. It seems that Eurodollars is really the only product that has liquidity a year or two out -- if you assume...

Anyone know what the general limit is in terms of max contracts held at one time for retail traders who use basic platforms like ETrade? I'm assuming a singe contract type, not a portfolio of different contracts. Thanks

@xandman the 6:1 short ZT long ZN seems right. The spread chart on Barchart.com matches up with with the 2-10 curve at Fred...

Thanks for the recommendation. Will read up!

Will do. I'm thinking the best way to structure the trade is actually through eurodollar futures since you can pair legs 1:1 right now, and they're highly liquid at far-out maturity dates.

I'm saying thanks bc from my understanding he was providing another perspective, and I'm grateful for it. Helps me question my own approach and correct if wrong. I think my source for BPV was fairly correct, but the inputs did contain an estimate. I agree w you wrt the 100 bips move calculation.