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No I'm not joking, I was thinking of Bond Futures. The bond futures options have strikes from 80 to 135. I think you could find a strike that would represent no risk on expiration day.

Do you care to elaborate? This country should be proof of the power of freedom. People originally came here to escape burdensome governments. And look at the prosperity that has been created and how rapidly. Imagine if the government had stayed at it's original size in 1776 instead of...

I learned long ago to use limit orders, smartass. Nothing happened I'm just asking a question. That is what these forums are for, correct? Say you wanted to transfer funds from one account to another without paying wire fees. Offer an OTM option at $10 from one account and buy it in...

OK so It is illegal for stocks but is it also illegal for futures and futures options? You could use the exchange to transfer funds without wire charge fees by posting an offer on an OTM option and then hitting it from another account.

What are borders anyway? Imaginary lines in the sand that decide which politicians steal (tax) your money & assets. It seems most of the complaints on this topic are of the nature.."I'm paying for this (through taxes) but they're not" If all government services were organized like the...

Do the futures exchanges monitor option trading for out of range trades? or do they only investigate if someone complains that they paid an unfair price?

That technical parttern on the chart is invalid. there was a 20 point difference between the DEC '99 contract and Mar '00 due to the switch form a hypothetical 8% yield to a hypothetical 6% yield. I found an adjusted chart somewhere that showed a very strong uptrend that started in the...

http://www.eurexus.com/data/statistics/monthly/eurex_us_monthlystat_200505.xls Total volume for the YEAR 2005 is less than 1.6M If they plan on staying they had better come out with some more products because no body is trading the current ones.

NOTE**:I think that 2.88% rate might be wrong I just found a bloomberg article quoting 3.12% http://www.bloomberg.com/apps/news?pid=10000085&sid=azNi17hozkzA&refer=europe I'm begining to think the yield is irrelevant to a trading plan in the Bund. I thought that the bund rates and the...

Bernd, Those links are great but I'm unsure why the values differ between the chart and the table. The chart appears to be correct showing 2.88% as of today. The table data seems to be about 20 basis points higher. yestersday dat was 3.13 vs. 2.93 on the chart. I did try translating...

This is around 9am EST, by local time I meant exchange time.

This time a huge spike came at 14:50 local time. Is there something special that happens around 15:00? I didn't see any news. Also this time it started moving 10 minutes before the US 10-yr moved at all. I had been thinking that they were pretty tightly linked in the movements with the US...

Bund is up big, obviously more buyers than sellers but why? The yield is crap at just over 3% and the currency is turning to shit as the EU is in "turmoil" over the constitution. Maybe just because the US 10yr is up? The us is bouncing up against the 4% level while the Bund is bouncing...

A yield based on the futures price is what I'm looking for. I'm using data from the CBOT. So I have futures prices and the 10yr cash yield quote from is actually published by CBOE. According to CBOE $TNX quotes the cash yield of the most recently auctioned 10yr. I also have a list of...

The final goal that I am trying to achieve is to relate the $TNX quote with the current futures contract price. Since those are the only live quotes I have available. If it's not possible with only these data I'll have to use an approximation $TNX is the cash yield on the most recently...

ANybody know the closing yield on the 10yr? TNX is quoting 4.073% but I swear I saw 4.10% on CNBC after the market closed friday.

Are you so confident that you are short the dollar & the market and long gold?

Perfect thanks, I always forget to check the German Central bank site.

Aaron, I don't have the cash price so that method won't work. Plus I'm looking for the yield basd on the futures price, not the theoretical futures price. Ramak, Thanks for the tip, I'll check with the CBOT.

I've been trying to figure out the equivalent yield based on the futures price. Using this formula: where: C = coupon payment n = number of payments i = interest rate, or required yield M = value at maturity, or par value For n I'm substituting the actual time (in years) from...