Recent Content by JohnL111

  1. OTM 5YR Note Calls

    The theoretical price to earn a zero return is 130 (the duration is not infinite, it is bounded at 5yr). Perhaps some repo implications if yields...
    Post by: JohnL111, Dec 3, 2008 in forum: Financial Futures

  2. OTM 5YR Note Calls

    Does anyone (mcurto?) have information why there is significant OI in the March 162-210 strike calls? It looks like those prices are corresponding...
    Thread by: JohnL111, Dec 3, 2008, 5 replies, in forum: Financial Futures

  3. Bond rally nearing an end?

    Hey mcurto- I saw where swap spreads blew out today across the curve with treasuries actually selling off. Wow! I don't remember a day like...
    Post by: JohnL111, Nov 5, 2007 in forum: Financial Futures

  4. Bond rally nearing an end?

    It would appear that Big Ben has totally lost touch with reality: (Reuters) - Federal Reserve Chairman Ben Bernanke told Congress on Wednesday...
    Post by: JohnL111, Jul 18, 2007 in forum: Financial Futures

  5. Bond rally nearing an end?

    Given the amount of leverage that Goldman et al. have on, 100k put position is like plugging Hoover Dam with a piece of cork.:) It could run much...
    Post by: JohnL111, Jun 12, 2007 in forum: Financial Futures

  6. Bond rally nearing an end?

    hey mcurto- After Monday's rather pathetic volume, it does not seem that the spec accounts are very active on the short side (not much covering...
    Post by: JohnL111, Jun 12, 2007 in forum: Financial Futures

  7. Bond rally nearing an end?

    The front-end of curve is most vulnerable to short covering. The middle/back-end is tough because with credit spreads this tight, it is difficult...
    Post by: JohnL111, May 17, 2007 in forum: Financial Futures

  8. Bond rally nearing an end?

    This item is from today's FT: Market volatility, as measured by Merrill Lynch s MOVE index of 30-day Treasury options, has fallen to a record...
    Post by: JohnL111, May 16, 2007 in forum: Financial Futures

  9. Bond rally nearing an end?

    DALLAS, April 16 (Reuters) - Dallas Federal Reserve Bank President Richard Fisher said on Monday the United States faces grave fiscal challenges...
    Post by: JohnL111, Apr 16, 2007 in forum: Financial Futures

  10. Bond rally nearing an end?

    The largest vendor financing scheme in history continues via the U.S. debt market. BEIJING, April 12 (Reuters) - China's foreign exchange...
    Post by: JohnL111, Apr 12, 2007 in forum: Financial Futures

  11. Bond rally nearing an end?

    It looks like Ben & Co. are telling the market that the Greenspan put has a very high strike price. With inflation at these levels, I did not...
    Post by: JohnL111, Mar 21, 2007 in forum: Financial Futures

  12. Bond rally nearing an end?

    It certainly seems that the recent selling in credit markets has really been concentrated in synthetic credit instruments. Are these leveraged...
    Post by: JohnL111, Mar 5, 2007 in forum: Financial Futures

  13. Bond rally nearing an end?

    Seems like a pretty silly reaction by the bond market. West of the Hudson River, core CPI is well above 2% and economic growth is doing fine....
    Post by: JohnL111, Feb 27, 2007 in forum: Financial Futures

  14. Bond rally nearing an end?

    The state of the thread and the state of the markets would seem to be the same. Cheers!...
    Post by: JohnL111, Feb 20, 2007 in forum: Financial Futures