Anybody else short US 30 Bond

Quote from ivanbaj:

I got f%&^ by IB today. I failed to understand this:

They sell any long ZN positions on:

"2 hours before the end of open outcry trading on the business day prior to First Notice Day (longs) or Last Trading Day (shorts)"

So I was long 10 contract at 055 at 11:59

They sold them with no indication on my TWS screen at 12:03 with $503 loss as promised on their website.

I take a nice f**** profit at 13. And the PNL show I am -503 instead of + tons tons of cash. AND it shows that I am short 10 contracts. I promptly bought 10 more with 1tick loss for another -$190. So I nice f**** $700 loss for nothing. Instead of making $2343. What a f***** day.


It is my fault at the end but I am maaaaaaaaaaaaaaad.


Can you help with this data from CME: Why are there 2 delivery dates? First Delivery 06/01/2009 and Last Delivery 06/30/2009.

I did not realize that delivery starts on 6/1/2009

P.S. After I bought the last 10 to get flat on the TWS screen I was freaking out as I was not 100% sure I am flat. Called IB and it took 10 f***** minutes (as the price was going down) to get a human to tell me I that am flat and he explained what happened.
More...

I was over leveraged late Tuesday and got auto liquidated 10 minutes before the intraday margin change at a loss.
Less than 10 minutes later I could have had a profit. Yeah it's MY fault, but annoying just the same.
 
whew! I tried to trade znm9 today and couldn't - when I called my broker he informed me that they had switched me to Sept. I was a little pissed at first but after reading the last 2 posts I think I should send them a thank-U card!
 
bought 10 and 11.5 sat in them for so long it sucks then rally time! hit my targets of 116.225 and 24.5 waiting to sell 116.285 right now w tight stop if they get over that straight to 117 to 117.06 area danger danger danger (ZN U9 not ZB)
 
for somebody with bloomberg...

could you please post a current dv01 (duration) of ZT, ZF, ZN and ZB?, i.e. CTDs equivalents.

I think the function used to be CTD but not sure...

many thanks
 
Quote from Martinghoul:

DV01 for 1000 contracts of each:
2y - $43.83k/bp
5y - $49.46k/bp
10y - $69.68k/bp
Bond - $118.96k/bp

With current CTDs.
More...


fantastic. thanks a lot
 
You must log in or register to reply here.
Back
Top