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  1. Yield spread using Bond futures

    Why is it that after 2yr & 5 yr auction this week , next day yields on 2yr & 5yr NTR increased significantly during asian session whereas other...
    Post by: NAVEEVIa, Aug 28, 2009 in forum: Financial Futures

  2. Yield spread using Bond futures

    10yr NTR & CTD basis
    Post by: NAVEEVIa, Aug 27, 2009 in forum: Financial Futures

  3. Yield spread using Bond futures

    2s5s with ZT ZF ratio5_4 overlaid
    Post by: NAVEEVIa, Aug 27, 2009 in forum: Financial Futures

  4. Yield spread using Bond futures

    2s5s with ZT ZF ratio1_1 overlaid
    Post by: NAVEEVIa, Aug 27, 2009 in forum: Financial Futures

  5. Yield spread using Bond futures

    You are correct the ratio is inaccurate , but 0.82 ratio will mean buying 100 ZT & selling 82 ZF, the smallest ratio will be 5 ZT & 4 ZF, See...
    Post by: NAVEEVIa, Aug 27, 2009 in forum: Financial Futures

  6. Yield spread using Bond futures

    Ok, I will wait for other responses, was also wondering does anyone use technical analysis like support/resistance, trend, breakout when trading...
    Post by: NAVEEVIa, Aug 25, 2009 in forum: Financial Futures

  7. Yield spread using Bond futures

    ZN basis chart
    Post by: NAVEEVIa, Aug 25, 2009 in forum: Financial Futures

  8. Yield spread using Bond futures

    Have been following basis for both cash OTR & CTD bonds direction & magnitude of change is very close for ZT & ZF but for ZN the variation is more...
    Post by: NAVEEVIa, Aug 25, 2009 in forum: Financial Futures

  9. Yield spread using Bond futures

    Can some one guide me how to get intraday US on the run Yield spreads data. I have looked at following options but things seem muddy at best 1...
    Post by: NAVEEVIa, Aug 24, 2009 in forum: Financial Futures

  10. Yield spread using Bond futures

    Hi Martinghoul, Did some research on basis & calcualted that for OTR US bonds. The idea here is simple , someone trading curve using futures...
    Post by: NAVEEVIa, Aug 12, 2009 in forum: Financial Futures

  11. Paul Tudor Jones Warns

    Funniest post, Sums up the current environment Thanks for the laughs
    Post by: NAVEEVIa, Aug 11, 2009 in forum: Wall St. News

  12. Yield spread using Bond futures

    Agreed that there is not much participation maybe because not many find common threads in their trading. You have given some very useful...
    Post by: NAVEEVIa, Aug 7, 2009 in forum: Financial Futures

  13. Yield spread using Bond futures

    Here are some noob opinions on bond futures, cash & basis 1.Bond futures have a deliverable basket of cash bonds, CTD keeps on changing( How...
    Post by: NAVEEVIa, Aug 7, 2009 in forum: Financial Futures

  14. Yield spread using Bond futures

    Can you elaborate on the possible reasons for the above. My point was to compare US cash with german cash. If the Bid/ASk spread is as wide...
    Post by: NAVEEVIa, Aug 7, 2009 in forum: Financial Futures

  15. Yield spread using Bond futures

    Got your point, but in case of US benchmarks Treasuries the spread is only 1/2 to 1 tick. What i want is to be able to follow yields of german...
    Post by: NAVEEVIa, Aug 6, 2009 in forum: Financial Futures

  16. Yield spread using Bond futures

    I see the following Bid/Ask on Bloomberg page BBT currently for german bonds, the spread seems high compared to futures 2yr 100.085/100.105...
    Post by: NAVEEVIa, Aug 6, 2009 in forum: Financial Futures

  17. Yield spread using Bond futures

    Can somebody tell me which of the following options is better for Eurpean fixed income cash quotes. 1 Bloomberg Cost is high , on blommie...
    Post by: NAVEEVIa, Aug 6, 2009 in forum: Financial Futures

  18. Yield spread using Bond futures

    FOund some good literature on Treasury market structure on new york fed site for noobs like me, on auction...
    Post by: NAVEEVIa, Aug 4, 2009 in forum: Financial Futures

  19. Yield spread using Bond futures

    Thanks , sorry i was not being clear, specifically what hours should one consider as active hours for cash bonds trading during US hours, i...
    Post by: NAVEEVIa, Aug 4, 2009 in forum: Financial Futures

  20. Yield spread using Bond futures

    I primarily trade by looking at whats happening in cash yields & cant imagine any other way, its very discomforting trading bunds, bobl schatz...
    Post by: NAVEEVIa, Aug 3, 2009 in forum: Financial Futures
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