June '15 ZB

Discussion in 'Financial Futures' started by JamesL, Mar 1, 2015.

  1. JamesL

    JamesL

    For those that trade this or follow religiously, why is front month (JUNE) priced 15 pts more than March (current 161.xx vs 146.xx). Never seen rollover gap that wide some; must be some history I'm not aware of.

    Appreciate the insight. Thx.
     
  2. Aye, there have been all sorts of shenanigans in the roll and, more generally, in that area of the curve.
     
  3. JamesL

    JamesL

  4. Handle123

    Handle123

    Was waiting on Ten Year for FOMC report to see if I could get a Report signal off(have this system automated following many markets and many different reports 24/5.5), saw the Quad bottom, like a gift and FOMC another gift. Chart is 5 minutes but on reports I trade off one/two minute charts.