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Interesting article by Stephen Roach of Morgan Stanley on the G-7 meeting and the new thinking on U.S. dollar... http://www.morganstanley.com/GEFdata/digests/20030922-mon.html#anchor0

It seems like "inflation" is clearly creeping up both locally and globally. The fact that federal reserve is downplaying this will ultimately result in lower quality of life and rising cost of living for people. The inflation is clearly evident in rising prices of commodities, service...

The yield curve is looking very very steep!! fwiw! http://www.stockcharts.com/charts/YieldCurve.html

Technical Analysis of Stock Trends by: Edwards & Magee Encyclopedia of Charts Patterns by: Bulkowski ...

Bar chart view..

30yr Index, Daily (short term view) fwiw

something to keep an eye on fwiw! S&P Index Daily (although keep in mind today's price has not closed yet!)

ex-date for dividends is 2 business days prior to record date. The position needs to be closed 3 business days prior to record date, so the position will settle on the record date and you will avoid paying dividend. IMO

I agree with Walter about capital, at least 10K for Bonds and 5K for Notes. Don't be deceived by the low margin requirements, the leverage cuts both ways and can cut very deep if on the wrong side! The spread is usually pretty tight (one tick) unless when it is moving fast that the bids/asks...

30yr Bond index, still holding above the TL...fwiw

I believe that may be a CBOT issue, I have the same problem with treasury bonds and notes..

I use Mizuho Securities calendar. They do participate in treasuries and agency markets so they usually include the auctions and treasury related events in their calendar.. http://www.lanston.com/

I believe it may have something to do with seasonality of AG products. The seasonal high in open interest for Soybeans tends to increase towards October and reaches its peak in October (104%) according to CRB. And also since Soybeans don't have a Dec. future listed so open interest holds...

Most recent "Credit Bubble Bulletin" by Doug Noland "Lost Control".. http://www.prudentbear.com/creditbubblebulletin.asp

INDEX:TYX.X for 30-year Treasury Bond Index INDEX:TNX.X for 10-year Treasury Note Index INDEX:FVX.X for 5-year Treasury Note Index

30-year Treasury Bond Index-Monthly... fwiw :cool:

Reuters: US SWAPS-Big spread blow-out on mortgage hedging havoc Thursday July 31, 5:57 pm ET http://biz.yahoo.com/rf/030731/markets_swaps_3.html

Interesting article from financial times... http://news.ft.com/servlet/ContentServer?pagename=FT.com/StoryFT/FullStory&c=StoryFT&cid=1059478586845&p=1012571727126

True, although I guess what goes around comes around! the carnage on the upside was similar!!:D

nitro, I have been looking for a software to be able to calculate values using stochastics volatility (you can download the BS calculator from the net for free) .. The following is a link to a paper someone wrote that I think is interesting. There are also some graphics showing the impact of...