Anybody else short US 30 Bond

2 yr 0.577 wow! thank you Fed, this is nuts, tens under 3% 30's under 4% again! with spooz 80 bucks off their recent low bonds saying Es rally is BS? hmmmmmmmmmmm
 
Quote from chicagobears:
"Welcome to the Japanese experience... Do you know what 10yr JGBs are yielding these days?"

I've got 1.09 for the 10yr and 1.86 for the 30yr.
That's right...

And my fav, the 5y JS89, is at 35bps. How about them apples?
 
Quote from invertedCurve:

thank you Fed, this is nuts, tens under 3% 30's under 4% again! with spooz 80 bucks off their recent low bonds saying Es rally is BS? hmmmmmmmmmmm

I asked the same question, but I am not sure about my conclusions. Why do you think your conclusion is correct?

Those who borrowed bonds 10 days ago, and bought stocks have made money.
 
Quote from tradingjournals:
Why did ZN future (september/10) trade above recent highs, while 10-year yield is above recent lows even if below 3%?
Because the ZN CTD isn't a 10yr treasury... More like 7yr, actually, which means that you're not comparing like with like.
 
Quote from tradingjournals:

I asked the same question, but I am not sure about my conclusions. Why do you think your conclusion is correct?

Those who borrowed bonds 10 days ago, and bought stocks have made money.

no correlations work anymore I am clueless... just trying to take a little out everyday if I was trading at a fund I would be screwed short the long end.
 
I've been doing a lot of work on the 10 Year Note lately. Unfortunately, I only have the last 1 year and change for data. Resolution only to 1 minute at best as well, not tick data.

It seems like 2009 was a great year for volatility in this market and 2010 rolls around and it just disappeared? Nothing in the way of range at all.

I haven't really had a chance to look at 30 year yet, but from a historical perspective was 2009 just ridiculous volatility in the bond market and definitely not the norm? Akin pretty much to early 2009 vix levels in equity markets? etc.?

Would you call this normal volatility in bond markets right now (2010)?

Thanks.
 
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