ZT ZF ZN ZB journal

When did you sell 119.25 in the tens?

 

The yield curve compared to S&P going back 7 years:

http://stockcharts.com/charts/YieldCurve.html

 

You have wonder how young he really is then dont you?

 

Here's a page from the CBOT which goes into analyzing the price fo the ten-year based on the yield curve and the Fed's Funds rate.

The modeling is not linear, it is extrapolative, and of course there are head-fakes along the way.

Good Luck.

Yield Curve and BPS Anslysis

 

Last night

 

short schatz @ 105.005

Short end of the curve is starting to get hit hard with nice paper selling.

 

Hello, knows somebody good source that studies correlation between:
1. ZN, ZF, ZB on one side and Bund Bobl Schats on another side

2. Equity index futures and bond/notes.

Clearly, they are correlated but it is not as simple as it looks.

 

Covered my shorts @ 104.87

Starting to catch a bid around 104.87

Was a big seller hitting bids (sold probably 5k lots at .87) I didn't think it was a local but I wasn't for sure. Looking back at it now I think it was just a longer term paper seller taking his money.

Im long at 104.87

 

stopped out of long at .86

short now at .855

 

edit on my last post. Im short at .865 not .855