I've been watching the CBOT bond/note futures for some time now, and have recently started playing with one contract. Looking at trading...
Unfortunately can't make it to the meeting today. I feel pretty embarassed as I confirmed yesturday that I would attend, but due in part to the...
This is a great idea. It'd be great to meet some people with an interest in trading. pbw- you got my PM thanks for the reply. Looking...
I didn't know the TED spread was limited in scope to T-bills only (I assumed T stood for Treasuries and was referring to this more general case)....
Have you tried the Markit site? http://www.markit.com/marketing/indices.php
sjfan - that's a good point I never really considered the spread vs. swaps. This should be a quiet week - gives me some time to go through some...
Cool, I had no idea these ETFs even existed. Gives the retail investor lots of options. What do you think about the IEI - HYG spread nazz? The...
Just charted the spreads going back to 2003. Interesting that since then junk spreads have dropped from over 800bps to around 300bps these days....
nazz - The problem with the FF contract is that the final settlement is the arithmetic average FF rate over the month, so when we are near month...
I see what you mean nazz, but what would happen if the fed moves or hints that it will move between the maturity of the two contracts?
I've been thinking about what you said, but don't quite understand how front-month versus deferred-month ED would be a good proxy for the TED...
Since I want to bet on the liquidity/risk aversion that the TED provides I think (2) and (4) are good suggestions. I just have to look into how...
Can someone please help me track down some info on the TED (Treasury/Eurodollar) spread? I've searched around but it seems there isn't too much...
I wanted to ask the experts here a question regarding leveraged investing. Consider the following two alternatives to investing in the S&P 500,...
Separate names with a comma.