Well roll is pretty much over (although still 400,000 plus open interest in Sep 10yr is kind of scary, probably PIMCO holding still) and the curve...
Yes, both TT and eCBOT can see which orders have been put into their system. I doubt though that Harris can simply log in from his computer and...
To my knowledge Harris is not trading anymore or as much since he has been involved with TT. His brother Hardy is trading and is one of the...
The "official" day of rollover was first notice day, the day in which december ten years became the front-month, and that was Wednesday, August...
Yeah, one of the bigger NOB locals left about the middle of the day. The pit basically will show you the size of the screen, but remember that...
These moves are unbelievable, were just trading 10, down to 04 absolutely nothing, back to 10, in about 30 seconds. Hold on to your seat belts,...
I was gonna say the exact same thing. Hasn't been as volatile as today is for some long time. Paper getting squeezed out of flatteners across...
Yes I do trade the 10year (not huge size) and will sometimes do yield curve stuff (mainly the NOB). As for bond vol it has been bid on the...
Goldman today was licking their wounds. For the most part not active in the ten year, was a light buyer at 04 the last hour of the day. Was very...
Brumfield starting to get short here (intraday) so you are in good company. Some size traded in bond on screen at 118-00, about 3000, haven't...
The squawk is easy to understand, only thing to brush up on is the yield curve spreads (FIT's, NOB's, FOB's, etc). Burghardt's book is very dry,...
Yep, big time short squeeze today, lot of fun to watch. Only guys selling this stuff on the way up are Goldman, sold a TON of dec ten years on...
No bid in either 10 or 30 yr implied vols as of yet, 30year vol was bid slightly on the rally today. Paper has been trying to sell vol in the...
The only thing that has changed is one of your biggest players in the tens, prop guy from JP Morgan appears to be long a boatload of Dec this time...
Local bid all this morning. Brumfield's guys in the pit very quiet, but didn't look worried we had a strong bid. The way he was pulling offers...
The spread has been liquid for at least a couple weeks before the actual roll date. So in the future monitor where the spread is trading and you...
I would just rollover now, no reason to even risk delivery as volatile as the spread is. Is there a reason you want to hold to the last trading...
Dec officially goes top step or front month on Wednesday of this week. You can roll your position anytime. If you are trading outrights though...
First of all, I would get a copy of Galen Burghardt's The Treasury Bond Basis, as this book explains squeezes perfectly. Squeeze situations can...
Notes just got hammered, size paper seller on screen, nearly 10k plus from 25 down to 22. Now paper buying some October puts, japenese account,...
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