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Search: Posts Made By: rico42
Forum: Treasury Notes and Bonds April 13th, 2012, 04:17 PM
Replies: 465
Views: 123,436
Posted By rico42
DV01's for ZN (TY symbol on open outcry)

updated daily with prior-day info:

Treasury Futures Empirical Duration Tool (http://www.cmegroup.com/trading/interest-rates/duration.html)
Forum: Treasury Notes and Bonds April 11th, 2012, 11:33 AM
Replies: 465
Views: 123,436
Posted By rico42
question

Dano-
Thanks for the feedback. Is there a way to do a back-of-the-envelope and calculate the approximate DV01 for a futures contract ZN/ZB without going thru the DV01 and conversion factor calc on...
Forum: Treasury Notes and Bonds April 5th, 2012, 09:58 PM
Replies: 465
Views: 123,436
Posted By rico42
question

Dano -
Do you have a site where you can get or confirm DV01 for different contracts or do you calculate them yourself? I'm relatively new to zn/zb and look forward to any feedback, insights, etc....
Forum: Treasury Notes and Bonds April 5th, 2012, 06:16 PM
Replies: 31
Views: 10,801
Posted By rico42
zn contract

GK -

I've started scaling into a SHORT position on ZN that will be a longer-term trade that I'll start to unwind as 10-year rates approach 3.5% - hopefully later this year. I am betting that an...
Forum: Treasury Notes and Bonds April 3rd, 2012, 04:28 PM
Replies: 31
Views: 10,801
Posted By rico42
drop today

Nice drop today with the meeting notes release from the Fed. I thought about taking some profits off the table after scaling into a ZN short over the last week but we might see a bit of a sell-off...
Forum: Treasury Notes and Bonds March 31st, 2012, 08:35 AM
Replies: 31
Views: 10,801
Posted By rico42
I agree. I think there's limited downside in the...

I agree. I think there's limited downside in the long term with rates where they are currently and the Fed ending op twist at some point. Their B/S can only get so big... The big issue IMHO is...
Forum: Feedback and Announcements March 31st, 2012, 08:10 AM
Replies: 104
Views: 22,737
Posted By rico42
BT

Sweeeeeeet! Does it come with lots of pre-packaged indicators???

:sarcastic:
Forum: Trading Journals March 23rd, 2012, 11:12 AM
Replies: 4,686
Views: 600,312
Posted By rico42
wow

Yeah, that was some rip! Any news come out? I faded it for a few ticks and got out before it settled into aTR. I had a bit of a long bias to start the day after yesterday's move but these big rips...
Forum: Trading Journals March 23rd, 2012, 11:04 AM
Replies: 4,686
Views: 600,312
Posted By rico42
how true

Yep... read it first time 10 years ago. I should read it again. If I had the time...

Working through some books on options right now as a refresher. Curious, have you ever traded options...
Forum: Trading Journals March 22nd, 2012, 10:25 AM
Replies: 4,686
Views: 600,312
Posted By rico42
how true

Same here, Gary.

“Every stock is like a human being : it has a personality – a distinctive personality – aggressive, reserved, hyper, high-strung, volatile, boring, direct, logical, predictable,...
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