Anybody else short US 30 Bond

Arjun1 · Mar 25, 2009

I thought the Feds were going to buy today?

Did they push the sell button instead?

Martinghoul · Mar 25, 2009

Quote from Arjun1:

I thought the Feds were going to buy today?

Did they push the sell button instead?

The Fed bot, the Trsy sold... Guess who won?

invertedCurve · Mar 26, 2009

get ready here comes the 7 yr auction...

Brendan R · Mar 26, 2009

the 7y will weight on the 10y future, I would short the 10y and go long the 30y

invertedCurve · Mar 26, 2009

Quote from Brendan R:

the 7y will weight on the 10y future, I would short the 10y and go long the 30y

NOB has been selling off all morning

BondTrader50 · Mar 27, 2009

absolutely dead market. Need this fed shit out of the way before it will move

BondTrader50 · Mar 27, 2009

Quote from BondTrader50:

absolutely dead market. Need this fed shit out of the way before it will move

6 tick range in ZN for the past 7 hours. Yikes. Need the European close to help

BondTrader50 · Mar 27, 2009

Quote from BondTrader50:

6 tick range in ZN for the past 7 hours. Yikes. Need the European close to help

There it was. Not much of a dip but better than nothing

Urkel · Mar 30, 2009

Quote from Bernard111:

Finally we will have 10+10 DOM in a month for interest rates:

"10-Deep Futures Market Data
Effective Sunday, March 22, 2009 (trade date Monday, March 23), CME Globex will begin a phased implementation of 10-deep books for futures market data via FIX/FAST on the Market Data Platform. Currently, CME Globex supports a maximum 5-deep book. This functionality will be introduced per product complex as follows:

Sunday, March 22
CBOT Commodity futures (channel 111)
CBOT Equity Index futures (channel 113)
Sunday, March 29
CBOT Interest Rate futures (channel 115)
Sunday, April 5
NYMEX and COMEX futures (channels 30, 31, 32) "

[omissis...]
source: CME Globex Notice Feb 16 2009

Is the "10 deep book" delayed for interest rate futures? I still just had 5 deep. I use TT are there any setting changes that I need to make?

Thanks

BondTrader50 · Mar 30, 2009

Quote from Urkel:

Is the "10 deep book" delayed for interest rate futures? I still just had 5 deep. I use TT are there any setting changes that I need to make?

Thanks

No. Ten deep started today for CBOT Interest Rate futures only (Eurodollar still 5). Contact your firm for help