BOND with futures

Discussion in 'Index Futures' started by luisHK, Jun 25, 2012.

  1. luisHK

    luisHK

    Hi

    Any suggestion on how to establish a long term position (a couple of months at least) with futures that would follow closely Pimco BOND ETF ?

    Thanks
    Luis
     
  2. emg

    emg

    keep going long
     
  3. he can and does change the portfolio all the time so it's hard to replicate it in real time - read his investment outlooks and search bloomberg for "bill gross" and find out what he says. basically he likes emerging mkt sov debt of countries w/ low debt and doesn't like treasuries.
     
  4. ocean5

    ocean5

    Its not an appropriate time to establish a good long term position.To do so,you need a good timing.Look at the seasonal patterns.
     
  5. Butterball

    Butterball

    No, as there are no appropriate future contracts for most of the components of BOND.
     
  6. luisHK

    luisHK

    Ocean5, it's still a bullish season for bonds, even for treasuries (you can check kaeppel's input for instance)

    http://seasonalitycharts.appspot.com/?ticker=BND&view=charts

    As replicatind BOND properly, I checked its composition a while ago and indeed it looked impossible for a retail customer to replicate it, but what mix of futures could give me a closely related position ?

    As an explanation, I've kept quite a bit of my USD cash in BOND over the last couple of month and it's been a smooth uphill ride (more so than treasuries ) and would like to open a similar position on an account not offering stocks nor ETF.
     
  7. ocean5

    ocean5

    I think March is a season for Bonds.Its season is going to an end.
     
  8. ocean5

    ocean5

     
  9. luisHK

    luisHK

    Thanks Butterball, I actually missed the "Most" reading first your post - it now looks even less encouraging.