Are fixed income futures harder to trade than other types of futures?

Discussion in 'Financial Futures' started by travelingtrader, Aug 25, 2010.

  1. MZM

    MZM

    I prefer to trade spreads in the interest rate products. The action is a little slower, so if you are scalper by nature, this isn't the way to go. Spread strategies can sometimes lower risk for position trades. If you want to be short treasuries for the long terms, you may want to look at selling the long end vs the short end of the curve. The 2s10s30s buttlerfly flattener has also been getting some attention as of late.
     
    #11     Sep 3, 2010
  2. If by "butterfly flattener" you mean long the belly vs the wings, your two examples are actually the same trade, now and for the foreseeable future.
     
    #12     Sep 3, 2010
  3. MZM

    MZM

    Granted, though I meant is a different way to look at the same trade. One could trade a NOB spread or a 2s30s with very different results though the direction would likely be the same.
     
    #13     Sep 3, 2010
  4. bone

    bone

    They made me.

    They take size, whatever you seek they deliver - the ultimate expression.
     
    #14     Sep 3, 2010
  5. bone

    bone

    You just haven't lived until you walk past a guy on the way to your desk and see $4.3M print on his TT P&L screen.

    And then sit down and print out your own 56 page statement.

    There is no other market on earth - NONE, that comes close.

    Pure size.
     
    #15     Sep 3, 2010
  6. Absolutely true bone. I used TT for about 10 years and got so tired of the bugs in the system. Shame they never put the P&L bugs to the top of the list but then again they have so many issues to deal with, and very few clients they can be bothered to help...
     
    #16     Sep 3, 2010
  7. To either Bone or Martinghoul or NAVEEVIa if you're still around/following this thread.

    I am trying to work out how you would go about structuring the 2s10s30s CBOT fly.

    Simply adding the TuT and the NoB I assume +5TuT-3NoB.

    Do you agree with this or have I missed something?

    If you do get a chance to reply, any tips on charting this fly in CQG would also be much apreciated.

    Thanks in advance.
     
    #17     Sep 7, 2010
  8. YOR, if you want to do the proper 2s10s30s, you're gonna need TUT & NOL, rather NOB. I can come back to you on the Dec weights, but using Sep should work OK. In case of TUT and NOL, it should be one of each. In case of TUT and NOB, your weights are correct, from what I can see. I can confirm for you tomorrow, if you like.
     
    #18     Sep 7, 2010
  9. spd

    spd

    Thats bitten me in the ass hardcore.
     
    #19     Sep 7, 2010
  10. bone

    bone

    [​IMG]
     
    #20     Sep 7, 2010