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10-Year Treasury is key.

A time series of constant maturity futures can be obtained by concatenation of adjacent futures prices. For instance, a time series for a constant maturity 1-month futures price can be obtained by taking the prompt futures with expiry less than or equal to 1 month and the next futures with...

Listen to Bennie trying to not spill the real corruption that went on with CDS. If the public only knew the true story. Think, 2.5 trillion of mortgages due to reset in 2012-2014. All these CDS taken out on MBS tied to loans taken by the more "genteel."

tis time

Even on this side of the pond. Subprime behind us mostly. Now it's time for the more "genteel" to take us to Recession II or Depression. Subprimers shopped at the poundshops/dollar stores, the more "genteel" will take down the bigger players with them.

oh so close man

First the nail salon and now... The DAY SPA CLOSED! Holy CRAP of a Recession! People are really hurting or have finally woken up!

4 minutes to the open can they get it to 1086

gap fill anyone?

eko, you thought I was hitting the bottle, eh? 1086 before the open, short 1099 after the open.

yes 02-25-10 08:15 AM 1065 is the target for any shorts. short at the open above 1099

long under 1086

1065 is the target for any shorts. short at the open above 1099

short above 1103

Today I got the signal I've been watching for. The Nail Salon Index. They have started shutting down. You know we are up shits creek when men stop getting pedicures and women stop getting manicures. Holy recession/depression.

I would think you need to bring it back to a delta-gamma-neutral position and buy the call options. You never mentioned what the delta was? For large price changes, the delta hedge will fail because gamma is not zero. More options are needed as Christian mentioned. Dynamic Hedging must be...

1,2,3... 1104@ 10:29am

The FED , THEM, and US.

I hope you are holding to 1065.

Anna, The Fed raises the discount rate to force banks to push up the rate of interest paid to their depositors. The result is that "foreign investors" earn more interest and are persuaded to leave their money in US banks. The unintentional consequences are? They have no choice in the matter...