ZT ZF ZN ZB journal

Bogan7 · Mar 19, 2008

Quote from youngtrader:

I can't or can? By the way I'm short a few 10yrs at 119.25

When did you sell 119.25 in the tens?

Rahula · Mar 19, 2008

The yield curve compared to S&P going back 7 years:

http://stockcharts.com/charts/YieldCurve.html

Bogan7 · Mar 19, 2008

Quote from Rahula:

The yield curve compared to S&P going back 7 years:

http://stockcharts.com/charts/YieldCurve.html

You have wonder how young he really is then dont you?

MandelbrotSet · Mar 19, 2008

Here's a page from the CBOT which goes into analyzing the price fo the ten-year based on the yield curve and the Fed's Funds rate.

The modeling is not linear, it is extrapolative, and of course there are head-fakes along the way.

Good Luck.

Yield Curve and BPS Anslysis

youngtrader · Mar 20, 2008

Quote from Bogan7:

When did you sell 119.25 in the tens?

Last night

youngtrader · Mar 20, 2008

short schatz @ 105.005

Short end of the curve is starting to get hit hard with nice paper selling.

Pholeuon · Mar 20, 2008

Hello, knows somebody good source that studies correlation between:
1. ZN, ZF, ZB on one side and Bund Bobl Schats on another side

2. Equity index futures and bond/notes.

Clearly, they are correlated but it is not as simple as it looks.

youngtrader · Mar 20, 2008

Covered my shorts @ 104.87

Starting to catch a bid around 104.87

Was a big seller hitting bids (sold probably 5k lots at .87) I didn't think it was a local but I wasn't for sure. Looking back at it now I think it was just a longer term paper seller taking his money.

Im long at 104.87

youngtrader · Mar 20, 2008

stopped out of long at .86

short now at .855

youngtrader · Mar 20, 2008

edit on my last post. Im short at .865 not .855