Hi everyone, I am a new person in US bond futures market & primarily trade spreads & butterfly. Since my questions in the other thread may...
Why is ZT up 1.2 ticks when cash down by 10 ticks
Hi, Those who do not have bloomberg how do you follow when issued yield. I have CQG but i am unable to get yield using BGcantor + the data is...
I see the 10 yr cash 97 13.5 which is 3.5 ticks from the low of day 97 10 Whereaas TY is trading at 117 28.5 Low is 117 19.5 So it seems to me...
Thanks For the replies, i seem to be ill prepared for this issue will get back when things become more clearer to me. IF anyone wants to pitch in...
There are lot of things here that i dont know like 1. How does bloomberg calculate duration neutral ratios for Futures based butterfly, i presume...
I take the duration neutral ratio of bond futures in bloomberg for ZT & ZF portfolio,i dont remember but lets say its 100 ZT & 89 ZF, say same...
You are right that CTD fot ZN will be a bond with 7 or 8 yrs term, I havent done this but lets say i take butterfly in yield terms based on CTD...
Good Morning, I trade from 06:00 GMT to 19:00 GMt, so sorry for not being clear on session. I do track the yield spreads from BG Cantor data on...
Thank You Martinghoul I will look into those papers Naveen
Those trading Eurodollar Futures, has anyone compared Swap inplied forward rates with eurodollar future rate, e.g using swaps one can arrive at...
Also does anyone has some good literature on US cash bond trading mechanics like, i only found this on the net...
Hi, I am noob trading US bond futures mostly asian session. I am using CQG to follow up on cash bonds, BG Cantor data. I have a few queries?...
can somebody please tell me how the 2-5-10 Fly level is calculated in basis points. My understanding is that its 2-5 yield spread minus 5-10 yield...
Hi, I have some doubts regarding T&S & how trades are executed. I would be grateful if someone can clarify 1. How is tick data & time &...
Hi Edgehunter, I am sorry for being offtopic, i asked regarding T&S as i thought that since the delta indicator is taking as input the smallest...
I have just started reading this thread & have few doubts on T&S ,Tick data 1. How is tick data & time & sales data different? 2. If i draw...
Can any American explain to me the logic behind this silly arguement that Indian Ownership will reduce brand image. Some big americans firms have...
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