anyone daytrade the ZF (5 YR Note)? It seems pretty weak

Discussion in 'Financial Futures' started by increasenow, Feb 3, 2011.

  1. Rolls are a science unto themselves.
     
    #41     Feb 23, 2011
  2. bone

    bone

    "Rolls are a science unto themselves."

    X 2

    The fungibility aspect of the contract and the variables introduced by the various delivery scenarios. It is, literally, a large game into and unto itself. And it gets gamed and squeezed when the opportunity presents itself.
     
    #42     Feb 23, 2011
  3. sle

    sle

    Yup, especially rolls in US bond futures where there is a fair bit of CTD optionality. There are a lot of things to do around basis, rolls etc if you know what to do. For a retail person (e.g. someone with P&L target in hundreeds of K, not in millions per year), there is also a lot of fun stuff to look in trading futures vs ETFs.
     
    #43     Feb 23, 2011
  4. when does june switch to front month- monday?
     
    #44     Feb 24, 2011