Monday, March 06, 2006

Closed out my 30y Treasury futures short:

Just bought back my Jun '06 US Treasury futures short at 111.07 in the £5 a point I had it on in.

Whilst I still want to be net short US rates, I was happy to take some profit out of the trade (I think profit taking is one of my weaknesses...), I still have the 10y short on, and I only noticed today that the Cheapest-to-deliver bonds into the contract are 15y bonds. I thought I'd been expressing a view on 30yrs! So time to flatten it and re-evaluate.

3 Comments:

Anonymous Anonymous said...

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17 May, 2006 07:29  
Anonymous Anonymous said...

Nice! Where you get this guestbook? I want the same script.. Awesome content. thankyou.
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17 May, 2006 12:48  
Anonymous Anonymous said...

Hallo I absolutely adore your site. You have beautiful graphics I have ever seen.
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17 May, 2006 12:57  

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