Good explanation of bond futures?

Discussion in 'Financial Futures' started by long, Nov 21, 2022.

  1. The only bit that might be confusing is the margin required to trade, as well as the maintenance margin. At the CME website you have a tab per contract where you can check the margin required (follow RealMoney's links). Brokers' requirements might be bigger, so check the contract specs at your broker at well. That margin amount is essentially cash that your broker will hold per trade, so as well as checking your pnl, check how your available funds fluctuate with the price.
     
    #11     Nov 22, 2022
    murray t turtle likes this.
  2. uhh ...
    Maybe the confusion comes from the "Call Protection" that exists on a lot of bonds (but not Treasuries).
    Municipal Bonds are usually quoted not in dollar price, but in Yield,
    either Yield to Maturity (YTM)
    or Yield to Call (YTC)
    Which ever is lower.
    And as mentioned, bond prices are inverse to yields.

    Once you understand this, it's pretty much the same as stocks.
     
    #12     Nov 22, 2022
    murray t turtle likes this.
  3. %%
    Another elite reminded me of Ed Seykota's take on them;
    like cockroaches crawling up a wall:D [ NEVER mind the old S&P downgrade on US debt\sarcasm]
    Dave Ramsey likes beans better than bonds;
    Rich Dennis reportedly noted ''we dont care if its beans or bonds''
    Mr Bloomberg+ some banks\ no doubt, loves them.
     
    #13     Nov 22, 2022
  4. long

    long

    that has to be what my saboteur was referring to
     
    #14     Nov 22, 2022
  5. The unusual tick sizes and fractions can indeed make it seem a bit convoluted.

    Perhaps start out with the most liquid Micro, the 10 year note during RTH, when there is sufficient liquidity overall; at that time slot often a 2 tick spread and a dollar per tick. Since the price is quoted directly in yield, it is way more straitforward than fractions, i.e., 3.77 as I write. So the interest rate percentage is that value, and IF if goes up to say 3.87 you have a gross profit.
     
    #15     Nov 22, 2022
  6. Real Money has the right idea.
    You have gotten some bad info.

    Here's the Note as weekly bars.
    Showing pos div on the RSI.
    And fast stoch looks OK.
    It's just trading.
    Don't overthink it.

    T-note.jpg
     
    #16     Nov 22, 2022
    murray t turtle likes this.
  7. "The Treasury Bond Basis" by Brughardt and Belton

    Here is an Amazon link:

    Code:
    https://www.amazon.com/Treasury-Bond-Basis-Depth-Arbitrageurs/dp/0071456104/
    
    This is not an easy read. But worth the time and effort.

    A warning. This is one market you definitely don't want to play in if you don't
    really really understand it. You'll be competing with people who are probably
    smarter than you, and definitely more knowledgeable and experienced.
     
    #17     Nov 22, 2022
    newwurldmn and destriero like this.

  8. But Mr. Turtle, why would anyone have any particular hate on bond futures as compared to any other futures? Isn't the concept the exact same? Thanks!
     
    #18     Nov 22, 2022
    traderjo and murray t turtle like this.
  9. Overnight

    Overnight

    That is exactly the right way to go about it.

    I have not followed the changes in fixed-income futures, but maybe there are micro-bond or note futures now? Is there a micro ZB? There may be, but I cannot recall. If the liquidity is there in them, that is a great place to try with live monies.
     
    #19     Nov 22, 2022
    long likes this.
  10. easymon1

    easymon1

    #20     Nov 22, 2022