Discussion in 'Financial Futures' started by Curve, Sep 5, 2007.
Anyone know of a cash-futures spread monitor? Specifically for FYT, FOB, NOB and TUF?
get your cash yields and take a difference.
one of my trades I do daily is the Cash Futures Spread. You can chart them on CQG.
What are FYT, FOB, NOB and TUF?
What do yo mean by monitor? Charts? Alerts?
Not sure about FYT but the others refer to the spreads between Treasury bonds/notes with different maturities.
FOB (fives over bonds) - the spread between 5-year notes (F) and 30-year bonds (B), NOB (notes over bonds) is the 10-year (N) vs. 30-year (B), and TUF (twos under fives) is the 2-year (T) vs. the 5-year (F).
Fyte is fives over tens.
I play all of these from time to time. Treasury spreads are relatively calm...try your hand spreading energies like NYMEX NG vs. ICE Henry Hub. That thing moves like crazy.
futures to futures spreads don't move that much but the Cash Futures spreads have a lot of vol in them again after this summer's black box blow outs. You can even chart the yields market to market on CQG you just need to have ESpeed or Brokertech Cash feed up which is expensive but you gotta pay to play.
Separate names with a comma.