Recent Content by Repoguy

  1. Buy and hold Treasury exposure using futures

    Been thinking about your question over the last few days. If I wanted to hold a futures rate to maturity I would use either SOFR Bundles for say...
    Post by: Repoguy, May 16, 2025 in forum: Financial Futures

  2. TLT vs ?

    Shy = 2yr bucket
    Post by: Repoguy, Sep 24, 2024 in forum: Fixed Income

  3. Question about Treasury Bills

    Always buy in auction. If you buy in secondary market you pay offered side. The Treasury auction process provides the best opportunity to get the...
    Post by: Repoguy, Sep 3, 2024 in forum: Fixed Income

  4. Schwab is using the float on my US Treasure again...

    When you purchase treasuries outright you can review the maturity date and confirm the date you prefer to have principal repayment. Since Bills...
    Post by: Repoguy, Sep 2, 2024 in forum: Retail Brokers

  5. Schwab is using the float on my US Treasure again...

    Treasury bills mature on Tuesday and Thursday. Coupon securities can mature on ANY day of the week on the 15 mid month or at monthend. On a...
    Post by: Repoguy, Sep 2, 2024 in forum: Retail Brokers

  6. Beware of this behaviour

    Thank you for the post. We cant have the market-makers BOTS loosing money now can we. lol
    Post by: Repoguy, Aug 30, 2024 in forum: Commodity Futures

  7. Hedge funds massive short exposure on U.S Treasuries

    This morning on BB says it all
    Post by: Repoguy, Aug 23, 2024 in forum: Fixed Income

  8. Hedge funds massive short exposure on U.S Treasuries

    Leverage funds are all in basis trades. Long cash treasuries short futures. Asset mangers are just long futures in their books. The leverage funds...
    Post by: Repoguy, Aug 10, 2024 in forum: Fixed Income

  9. ODD: TreasuryDirect site is down...

    Interesting Treasury just delayed todays buyback till tomorrow Lets see how the 20 yr auction goes
    Post by: Repoguy, Jul 17, 2024 in forum: Fixed Income

  10. What is the benefit of buying TBills in the auctions where the rate is unknown until AFTER purchase?

    I would think of it as buying on the bid side of the market vs paying the offer side when you purchase from a dealer/broker. During the normal...
    Post by: Repoguy, May 28, 2024 in forum: Trading

  11. “ Bond Trader Places Largest-Ever Bet On Fed Rate Cuts In 2024 Ahead Of March Inflation Report”

    It was reported that this trade was a new long in the market. Open interest increased from 1.196M on April 8 to 1.251M on April 9 a 55,000...
    Post by: Repoguy, Apr 11, 2024 in forum: Fixed Income

  12. So this is why stocks are driving higher ?

    https://www.zerohedge.com/markets/your-short-has-been-rejected-massive-stock-lending-firm-processing-over-2tn-transactions ICBC was hacked in...
    Thread by: Repoguy, Jan 24, 2024, 6 replies, in forum: Wall St. News

  13. Buy OTM puts, grab as many 10yr T-Note futures as you can

    Front month TYZ3 Micro YQTV23
    Post by: Repoguy, Oct 17, 2023 in forum: Financial Futures

  14. SOFR, So Good

    Yes ZQ = Daily Fed Effective SR1 = Daily SOFR Rate At the moment setting @ 3bps spread. Also ZQ a bit better liquidity out the curve and ZQ a...
    Post by: Repoguy, Aug 31, 2023 in forum: Fixed Income