Bond Futures

Discussion in 'Financial Futures' started by spreadem, Jun 19, 2003.

  1. Big shooters have advantage because they can huddle before they put positions on

    :eek:
     
    #331     Oct 3, 2003
  2. figure out the proper ratio for

    inter market spreads

    say 10 yr vs 30 yr

    for a daytrade ?
     
    #332     Nov 1, 2003
  3. You are just playing yield-curve spreads right?

    They both trade in .32's so the ratio is 1:1





    Unless of course you're trying to a do some sort of duration spread. Which I don't think you are. But you would need to calculate the "cheapest-to-deliver" for both series and then use that cash bond. You wouldn't want to do this using the Futures, simpler to just go straight to cash market.
     
    #333     Nov 1, 2003
  4. Pabst

    Pabst

    Dr. Zhivodka,

    I know you know better so I'll give you the benefit that you're still half asleep...

    Doing ZB-ZN 1/1 is not a yield curve play but merely a method of decreasing the gamma of a naked bond position. To trade ZB-ZN (the NOB) as a yield curve play the ratio of ZB-ZN must be weighted. Around 1.8 ZN per 1 ZB is the proper ratio for a yield curve spread. Obviously a 32nd move in ZN is a larger yield increment than a 32nd move in the Bond. One could be long 1 ZN short 1 ZB and while the curve steepens and with this ratio still lose money.


    http://gsbwww.uchicago.edu/fac/galen.burghardt/teaching/339Spring99/Lecture6/sec3trading bond.pdf
     
    #334     Nov 1, 2003
  5. Yes, what you say is correct. And yes, I am half asleep. :)

    I frankly didn't want to get into depth of answer that this question required. I should have kept my mouth shut and had my coffee and continued to watch this Michigan - MSU game.
     
    #335     Nov 1, 2003
  6. Has anyone ever found it amusing that they do halves and quarters of thirty-seconds? I mean, what't the problem here, can't count past 32?
     
    #336     Nov 1, 2003
  7. spikes after big numbers like todays unemployment # ?

    if you are lucky or good enough to place a limit order

    way above the market you might get filled

    the whole daily range today is nuts

    also ... does anyone have experience with stop orders

    in bonds or notes as far as does one get ripped or get a decent fill on small size when prices spike ?
     
    #337     Nov 7, 2003
  8. m_c_a98

    m_c_a98

    with extremely small size (for me atleast) I got filled one contract of the 5 year on a limit at 111'17 just before the number. Unemployment report always seems to be crazy for treasuries. I think I got lucky that they spiked it up just before the number.
     
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    #338     Nov 7, 2003
  9. the only way to trade the 8:30 am economic reports is to be in the trade BEFORE the number is released.. impossible to predict what you get filled at if you trade just after the number comes out.
     
    #339     Nov 7, 2003
  10. -as the treasuries open earlier than the equities:

    Question for the bond traders/scalpers:

    Are the treasuries in the early morning any active before the equity index futures open? Or do you have to wait untill the equity index futures open to meet the same kind of action as I associate with the market open for equity futures?

    Cheers,

    t4s
     
    #340     Nov 17, 2003