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Anybody else short US 30 Bond
- Thread starter richard_m
- Start date
Quote from ivanbaj:
How much does it cost to put a 2MM position?
Send my congratulations to your friend! Where is the party?
He was net-short 1500 contracts as it started to go his way, but I am sure he's leaned out by now. I sent him a text, but no answer. I would imagine somewhere around $4MM in initial req. He's staked (prop firm). He trades the yield curve, but this was a outright long vol/short delta trade on the 30Y. He was short the risk-reversal; outright 30Y futures and long downside puts.
Meanwhile, the Wall Street Journal printed an influential article about the Federal Reserveâs plan for additional quantitative easing.
âThe central bank is likely to unveil a program of U.S. Treasury bond purchases worth a few hundred billion dollars over several months, a measured approach in contrast to purchases of nearly $2 trillion it unveiled during the financial crisis,â the newspaper wrote, adding that officials seek to avoid the âshock and aweâ approach this time.
None event will QE II be- said Yoda
âThe central bank is likely to unveil a program of U.S. Treasury bond purchases worth a few hundred billion dollars over several months, a measured approach in contrast to purchases of nearly $2 trillion it unveiled during the financial crisis,â the newspaper wrote, adding that officials seek to avoid the âshock and aweâ approach this time.
None event will QE II be- said Yoda
Very nice read! I vote for PIMCO. Didn't they get out of the treasury biz a while ago? This explains why.
Hahahaha! You may find that, as sjfan says, PIMCO are the treasury business... More interestingly, Bill loves to talk his book, so his words of wisdom on treasuries are food for thought.Quote from ivanbaj:
Very nice read! I vote for PIMCO. Didn't they get out of the treasury biz a while ago? This explains why.