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Anybody else short US 30 Bond
- Thread starter richard_m
- Start date
I hear from some London desks that some Chinese addresses are dumping 10yr / 30yr for the last 10 days...
Don't think that's true. 10s30s has been flattening. Asia never really bought long end. And the color I hear from london and jpy desks is that asia has been overnight buyers for the last few days if nothing else.
Quote from ASusilovic:
I hear from some London desks that some Chinese addresses are dumping 10yr / 30yr for the last 10 days...
CRB Data Service is the best there is - it's fairly cheap too. I would caution that since the introduction of Ultra-long contract, options on Long bond are not directly comparable to the currently traded ones.Quote from psytrade:
Can anyone point me in the direction of where I might find historical prices for <b>options</b> on US 30 yr Treasury Bond Futures? End of Day OHLC prices would be fine, back a few years if possible, and ideally, free.
Thanks
Thanks sle. Right now, I am just looking to see if there is much if any liquidity in longer dated options on the 30 yr, say 6-9 mths out. The TLT ETF is providing options for these longer dated contracts, but I'm not sure if they infer them from prices on the treasury futures options or if TLT's market maker is going into the futures Market and hedging the 30yr if he prices them himself for the ETFs options....
Just looking at CBOT indicates very little liquidity in these longer dated options on the 30yr, but I am not sure if I am looking correctly.
I may have to sign up for the CRB data service to become more familiar with options on treasuries.
Thanks
Just looking at CBOT indicates very little liquidity in these longer dated options on the 30yr, but I am not sure if I am looking correctly.
I may have to sign up for the CRB data service to become more familiar with options on treasuries.
Thanks
Why don't you get them directly from the source, i.e. the CME?
Here:
http://www.cmegroup.com/market-data/datamine-historical-data/endofday.html
As to the options on the Ultras, they sorta trade every now and then, but liquidity isn't great, since the contract is simply too new. The total open interest, across all strikes and expiries, as far as I can tell, is arnd 10k contracts, which is absolutely piddly.
Here:
http://www.cmegroup.com/market-data/datamine-historical-data/endofday.html
As to the options on the Ultras, they sorta trade every now and then, but liquidity isn't great, since the contract is simply too new. The total open interest, across all strikes and expiries, as far as I can tell, is arnd 10k contracts, which is absolutely piddly.
FYI-
Roll into March 11 today it's "topstep"
good-bye and good trading
Roll into March 11 today it's "topstep"
good-bye and good trading
the snow is coming down as hard as the bond here in chicago! wow! 124 handle trouble for bulls, expect violent short coverings/bulls trying to get last breath this month!
Quote from invertedCurve:
the snow is coming down as hard as the bond here in chicago! wow! 124 handle trouble for bulls, expect violent short coverings/bulls trying to get last breath this month!
mkt is so violent I got stopped out today being short the long end fu#king nuts zb on tilt like when lehman went down but size trading just silly!
I bought ZB all the way down and puked it and watch it rally where I shorted ZN, almost untradable!
short ZN after first dip to 122.225 at 123.00. 123.025 , 123.035 and 123.045 blew out at 123.06 then watched it to go 122.175!
don't really talk about specific levels on here a lot but that is just wrong! was not cannonballing by the way just buying and puking and selling and puking on the way down and up. and those pukes which got me out were right at or near the turn which is more frustating then you watch the turn and scale in or wait for the next turn and you're wrong or can't take the pain due to your P/L those fuckers got me today congrats to the machines I will be back tomorrow!