Search results

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...

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...

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

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...

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

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...

Thank You I will check Brokertalk

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...

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

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.

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

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.

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...

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.

I am in the same boat as you are , i reserached on this a lot but could not come up with anything, so finally i concluded that buy/sell at at exreme of range. Few things though i do look at Have a look at german cash 2-10s & see if any significant steepening/flatenning is taking place, on...

I looked at your chart it seems that scale on right is 1 dollar, i will check this out tomorrow in office & let you know my thoughts. What i can make out is that you are assuming 1ZB:1ZN spread its mean reverting & follow Buy low of range & sell range high. CBOT recommends 5:3 ratio, which one...

I am only trading spreads no fly, earlier used to trade 2-5-10 fly with 3:5:2 ratio could not relate it to cash yields & no intraday mean reversion hence left it. I trade 2-5s with ratio 1ZT:1ZF, i primarily trade it by looking at cash 2-10s, if you plot cash 2-10s with cash 2-5s they go...

Any US 2s10s Trader here, who trades the curve on intraday basis.

I wil try to clarify myself here. What i am trying to know is that what big boys look at when evaluating technicals of bond markets. My take is that if someone trades 2-10s cash curve he looks for economic data, auctions, FED actions etc & based on this will take a view. Curve...

Can someone guide me to a good resource for learning technical analysis of Bond futures, any book ,thread, blog etc. I am familiar with Market profile theory though dont have the tool in software, Plain old PA will be much better. Heres my take on current situation , we have seen equities...