Bond mkt trades like its the end of the world. Buy canned goods now.

Discussion in 'Financial Futures' started by stock777, Nov 26, 2007.

  1. watch out for Bull Steepener leading into decision
     
    #21     Dec 11, 2007
  2. I love my flatteners!

    2/30, we're trading out at 135-139 range, from 146, trying to take *some* gains.

    2/10, still holding to target at 75-80bps, but very pleased with the action seen this morning.

    2Y swap:
    Added a bit to the structure in Japan session (had to stay late for it), avg px "short" 2Y swap was 98 (due to getting a fill at 105..

    Price(32nd) : 100-126

    Price(dec) : 100.398438

    Yield : 2.91476

    Settlement : 12 Dec 2007

    Principal : 15,059,765.63

    Accrued : 15,368.85

    Spread : +104.750



    Good news this AM :)
     
    #22     Dec 12, 2007