Anybody else short US 30 Bond

Discussion in 'Financial Futures' started by richard_m, Dec 18, 2007.

  1. Lucrum

    Lucrum

    I was over leveraged late Tuesday and got auto liquidated 10 minutes before the intraday margin change at a loss.
    Less than 10 minutes later I could have had a profit. Yeah it's MY fault, but annoying just the same.
     
    #1411     May 28, 2009
  2. whew! I tried to trade znm9 today and couldn't - when I called my broker he informed me that they had switched me to Sept. I was a little pissed at first but after reading the last 2 posts I think I should send them a thank-U card!
     
    #1412     May 28, 2009
  3. bought 10 and 11.5 sat in them for so long it sucks then rally time! hit my targets of 116.225 and 24.5 waiting to sell 116.285 right now w tight stop if they get over that straight to 117 to 117.06 area danger danger danger (ZN U9 not ZB)
     
    #1413     May 29, 2009
  4. tick change for 30Y coming......
     
    #1414     Jun 3, 2009
  5. dhpar

    dhpar

    for somebody with bloomberg...

    could you please post a current dv01 (duration) of ZT, ZF, ZN and ZB?, i.e. CTDs equivalents.

    I think the function used to be CTD but not sure...

    many thanks
     
    #1415     Jun 3, 2009
  6. I presume you want the Sep contracts?
     
    #1416     Jun 3, 2009
  7. Great news
     
    #1417     Jun 3, 2009
  8. dhpar

    dhpar

    yes - of course.

    it would be of great help - cheers mate!
     
    #1418     Jun 3, 2009
  9. DV01 for 1000 contracts of each:
    2y - $43.83k/bp
    5y - $49.46k/bp
    10y - $69.68k/bp
    Bond - $118.96k/bp

    With current CTDs.
     
    #1419     Jun 3, 2009
  10. dhpar

    dhpar


    fantastic. thanks a lot
     
    #1420     Jun 3, 2009