Someone educate me if I'm wrong, but Aug FF is now trading at 95.05. As I understand it, the FF contract price is to equal the average FF rate...
In the last week, we've had a weak NFP report, the Fed stopped (or pause), a foiled terrorist attack, and a anemic stock market, yet interest...
Long 2 years = long 2 year notes (or 07/08 eurodollars)
Don't know what everyone here is smoking. The Fed is done for now. Whether the Fed is right or not, I don't know. However, they feel that the...
A homemade yen-carry trade is to sell short Yen currency forwards. Arbitrage theory tells us that forward currency rates are decided by interest...
I really enjoyed his interview in New Market Wizards. Whatever became of him? Is he still active in the business?
It was announced this morning that Japan is lifting its US beef ban. I assume the markets knew this was coming as cattle has moved up 4-5 cents...
Check out these guys. They say they'll assume the risk of rising interest rates for anyone with an ARM. http://www.hedgecapitalgroup.com
http://www.marketwatch.com/News/Story/Story.aspx?guid=%7BA08C4FB4%2DBCF4%2D4BD5%2D8FCF%2D1A46C0FCFF08%7D&siteid=mktw&dist=
Yes, a graph would be nice. This mortgage looks interesting.
^^^ Sound advice. If you're 100% sure the Fed is going to 5.25% on June 29, you want to be short July Fed Funds or Eurodollars or 2 years....
Not necessarily an option question, but how does one figure out or find out the dollar value of a basis point for the 10 year TNote future.
What is a "strangle" and why does it have anything to do w/a curve steepening play?
Maybe a stupid question ... is there a contract that trades which represents the yield curve (i.e. 2-10 spread)? I searched the CME and CBOT...
I live a couple blocks from the montesori. I nearly bought that little house right next to the parking lot in 1999 to live in fix up and flip....
Gladwyne checking in.:)
Whoa there! What data might that be? Other than being given a 'heads up' a day or two before the employment report, I doubt the Fed knows...
I'm happy too.:)
^^^ Very true. They face that risk as well. I'm confident they can handle it. Their managers have done well w/rising rates and w/falling rates....
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