How are you relating the 2-10 spread action to your expectation for the Z5-H6?
For current month, https://www.hkex.com.hk/ods/English/asp/prdList.asp#000000200
haha, yes, we've graduated from rickshaws...I hear we're getting colour TV next... http://www.quamnet.com/fcgi-bin/index.fpl has a free...
good for you, squire - and indeed a wise move...some spreads misbehave in ways you don't foresee in such times...
Primarily from a floor broker at the CME.
Please elaborate a little, nitro, I can learn something...
imo, the diverse motivations of players in the bond/money markets facilitates many hypotheses...i think it would take someone on a desk to yea or...
Note sle's answer prior ...he's in the loop, and significant chunk of ED vol is swaps-related
Not at all, I've garnered plenty of helpful insights from your posts. Hope it works out for a few more bps
That trade flow you're seeing in the note options is interesting. Contrasts with the large institutional trades reported in the ED options, which...
Hadn't realised that the margins on spreads had tumbled so much. The margin for a front month 1yr cal vs. outright now as compared to a year ago...
Consider that a spread anchored by the front month (and H5 is almost that) is very market-directional, and as it draws closer to expiry, you're...
how are you able to identify which institutions are bidding? is their appearance end of RTH or close of Globex? I felt Z5 took a...
I'd guess after EDs gained critical mass on Globex, screen avail of FF and cross-margining breaks would have brought in institutional spread...
t'life, you're a self-confessed scalper and short term momo trader...are you aspiring to join the trendies? Besides, wouldn't it be just as viable...
A year or so ago I was at a similar stage. I'd found simplistic strategies that were profitable, but was seduced by the concepts of PCA and...
The ET poster ' -ooO-(GoldTrade' promotes mrci's stuff. Not a spread, but Thanksgiving seaonals in the 10yr. have been quite reliable,...
Last year I did some work on how well since 1994 the price of the ED contract nine months ahead predicted the Fed Funds rate that prevailed at...
"However, I believe it to be very important that the FOMC not go on a forced march to some point estimate of the equilibrium real federal funds...
Just reading: "Former Dallas Fed president McTeer says that the bank may be close to neutral. May need to raise rates fewer times than people now...
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