The mother of all shorts is building: 30-year T-Bond

Discussion in 'Trading' started by bond tr4der, Dec 4, 2008.

  1. #51     Dec 20, 2008
  2. #52     Dec 20, 2008
  3. TBT was discussed earlier... excellent correlation with the long ETF. Not always the case with long and ultrashort ETFs. This is from mid Aug 08 -- present BTW.

    <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2230672>
     
    #53     Dec 20, 2008
  4. Do you mean that Final_Dec_4 file is not correct and refers to a 20Y?! :eek: :confused:
    actually it shows a 'US Treasury Bond Futures contract' under the Price-to-Yield Table'.
     
    #54     Dec 20, 2008
  5. There's the rub - how much time? If Japan is the model, it could be years and years and years. Last time I looked Japanese 30yr yield was flirting with a 2-handle.
     
    #55     Dec 20, 2008