bond futures squawk box

Discussion in 'Financial Futures' started by larrybf, Sep 12, 2003.

  1. is there a service that provides live commentary from the treasury bond futures pit similar to the ones provided for the sp500 futures pit??? thanks
     
  2. bone

    bone ET Sponsor

    Sure. But how effective could it really be when 80% of the volume is done over the screen? No advantage here.
     
  3. EricP

    EricP

    Does anyone know how much of the bond/note trading is done in futures versus cash market? Does the bond futures market just move up and down following the cash bond market, or does the cash bond market follow the futures? Which leads and which follows, typically? I would assume that the cash bond market trades a much higher daily volume and therefore might lead the futures in movement, but I'd be like to know from someone more knowledgeable than myself.

    Thanks,
    -Eric
     
  4. The 30 year T Bond was introduced in 1977.

    Record Daily Volume in the 30 year T Bond Futures on the CBOT occured on 8/27 at 1,121,634 contracts changing hands. Average daily volume is about 200,000 per day.

    Record Open Interest was 1,138,994 on July 6th, 1998 for the 30 year. The current open interest is 368,927

    Record Daily Volume in the 10 year T Bond Futures on the CBOT occured on 5/28 at 1,241,076 contracts changing hands. Average daily volume is about 550,000 per day.