bond futures

Discussion in 'Financial Futures' started by Vinny1, Jun 20, 2002.

  1. Do treasury bond and note futures still trade?
     
  2. JayS

    JayS

    Bonds

    ZB02U (a/c/e) Yesterdays Volume 122,544

    US02U (pit) Yesterdays Volume 90,953

    10 Yr Notes

    ZN02U (a/c/e) Yesterdays Volume 231,168

    TY02U (pit) Yesterdays Volume 93,466
     
  3. liltrdr

    liltrdr

    do you trade 'em? what's your experience w/ 'em?
     
  4. does a/c/e stand for something?
     
  5. JayS

    JayS

    The a/c/e contracts have great liquidity and quick fills, if your broker has a connection to a/c/e like they do to Globex than your set.

    They trend very well (very technical).


    a/c/e = Alliance/CBOT/Eurex

    I'll try to post a chart in a minute (new computer).
     
  6. JayS

    JayS

    Bond Pic (60 minute/all sessions)
     
    • bond.jpg
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  7. josbarr

    josbarr

    This is the highest we've seen Bonds and T Notes since last December. Even though the Treasury will no longer issue the 30 year they will still trade.

    Joe Barry
     
  8. sabena

    sabena

    JoeBarr,



    Will the volume in the 30 year decrease
    substantially because the Treasury will no
    no longer issue them...
     
  9. josbarr

    josbarr

    Sabena

    The 10 Year T-notes have picked up more and more volume the past couple years but as JayS pointed out, you can still see there is plenty of volume in the 30 year. The average daily volume is about 90-100K. A few years ago it was 500k +

    Joe Barry
     
  10. can someone who has a/c/e charts post the 30 year note for the few days after the fed announced they would no longer be issuing 30 year notes. I heard that some bond traders were royally f**ked by this unexpected fed announcement. I would like to see what kind of reaction there was in the futures. Were any of you short the 30 year when it happened?
     
    #10     Jun 23, 2002