1.2% yield correspond to what 2yrs not price

Discussion in 'Financial Futures' started by trader198, Aug 19, 2013.

  1. when I go through department of treasure, study yield curve and historical data, I reazlied rate is ridiculously low.

    2yrs note once was normally around 3.5% to 5.8%.

    but now it is just around 0.37%. anyone has idea about what 2yrs note's price would be if rate jumps to 1.2% (I believe recently it should go there)?

    the yield curve is sharlpy up. it will be corrected.

    I shorted ZT, ZF,ZN, ZB. each with 1 car.
     
  2. Sometimes history does not repeat itself , at least for a long period. One day Fed woke up and invented the QE.. and this changed everything...then QE2..then.. POMO.etc And they continue to manage the inflation (at least the official data).
     
  3. For Sep13, 1.2% implies roughly 108-16 px, arnd 108-15 for Dec13. That's v approximate.