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BOND with futures
- Thread starter luisHK
- Start date
he can and does change the portfolio all the time so it's hard to replicate it in real time - read his investment outlooks and search bloomberg for "bill gross" and find out what he says. basically he likes emerging mkt sov debt of countries w/ low debt and doesn't like treasuries.
Quote from luisHK:
Hi
Any suggestion on how to establish a long term position (a couple of months at least) with futures that would follow closely Pimco BOND ETF ?
Thanks
Luis
Its not an appropriate time to establish a good long term position.To do so,you need a good timing.Look at the seasonal patterns.
Ocean5, it's still a bullish season for bonds, even for treasuries (you can check kaeppel's input for instance)
http://seasonalitycharts.appspot.com/?ticker=BND&view=charts
As replicatind BOND properly, I checked its composition a while ago and indeed it looked impossible for a retail customer to replicate it, but what mix of futures could give me a closely related position ?
As an explanation, I've kept quite a bit of my USD cash in BOND over the last couple of month and it's been a smooth uphill ride (more so than treasuries ) and would like to open a similar position on an account not offering stocks nor ETF.
http://seasonalitycharts.appspot.com/?ticker=BND&view=charts
As replicatind BOND properly, I checked its composition a while ago and indeed it looked impossible for a retail customer to replicate it, but what mix of futures could give me a closely related position ?
As an explanation, I've kept quite a bit of my USD cash in BOND over the last couple of month and it's been a smooth uphill ride (more so than treasuries ) and would like to open a similar position on an account not offering stocks nor ETF.
Quote from luisHK:
Ocean5, it's still a bullish season for bonds, even for treasuries (you can check kaeppel's input for instance)
http://seasonalitycharts.appspot.com/?ticker=BND&view=charts
As replicatind BOND properly, I checked its composition a while ago and indeed it looked impossible for a retail customer to replicate it, but what mix of futures could give me a closely related position ?
As an explanation, I've kept quite a bit of my USD cash in BOND over the last couple of month and it's been a smooth uphill ride (more so than treasuries ) and would like to open a similar position on an account not offering stocks nor ETF.
I think March is a season for Bonds.Its season is going to an end.