bond futures squawk box

L

larrybf

is there a service that provides live commentary from the treasury bond futures pit similar to the ones provided for the sp500 futures pit??? thanks
 
Sure. But how effective could it really be when 80% of the volume is done over the screen? No advantage here.
 
Quote from bone:

Sure. But how effective could it really be when 80% of the volume is done over the screen? No advantage here.
More...

Does anyone know how much of the bond/note trading is done in futures versus cash market? Does the bond futures market just move up and down following the cash bond market, or does the cash bond market follow the futures? Which leads and which follows, typically? I would assume that the cash bond market trades a much higher daily volume and therefore might lead the futures in movement, but I'd be like to know from someone more knowledgeable than myself.

Thanks,
-Eric
 
The 30 year T Bond was introduced in 1977.

Record Daily Volume in the 30 year T Bond Futures on the CBOT occured on 8/27 at 1,121,634 contracts changing hands. Average daily volume is about 200,000 per day.

Record Open Interest was 1,138,994 on July 6th, 1998 for the 30 year. The current open interest is 368,927

Record Daily Volume in the 10 year T Bond Futures on the CBOT occured on 5/28 at 1,241,076 contracts changing hands. Average daily volume is about 550,000 per day.
 
You must log in or register to reply here.
Back
Top