Forum: Treasury Notes and Bonds
April 1st, 2020, 11:21 PM
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Replies: 15
Views: 8,387
I really wasn't doing that many spreads, and...
I really wasn't doing that many spreads, and while I was making money it wasn't significant PnL. I didn't have the time I expected to look at so when I started making my directional trade (options...
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Forum: Treasury Notes and Bonds
March 31st, 2020, 09:30 PM
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Replies: 15
Views: 8,387
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Forum: Treasury Notes and Bonds
July 27th, 2019, 09:11 PM
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Replies: 15
Views: 8,387
Sep'19 Eurodollar settles based upon a 90 day...
Sep'19 Eurodollar settles based upon a 90 day loan starting on 16-Sep-19, so while your approximation of Sep Eurodollars vs Oct & Nov Fed Funds is probably good but wouldn't 1/6 Sep, 1/3 Oct, 1/3...
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Forum: Treasury Notes and Bonds
July 27th, 2019, 07:08 PM
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Replies: 15
Views: 8,387
Ha. Couple of days! So here I am adam777 and...
Ha. Couple of days! So here I am adam777 and CobblersAwls one year and eight days later!
I must admit that I never got much further on my Eurodollar analysis but have actually been trading some...
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Forum: Treasury Notes and Bonds
July 8th, 2018, 09:54 AM
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Replies: 15
Views: 8,387
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Forum: Treasury Notes and Bonds
June 21st, 2018, 10:22 AM
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Replies: 15
Views: 8,387
Anybody here able to properly explain how to...
Anybody here able to properly explain how to calculate the turn? I've tried to calculate the implied turn from the Eurodollar market and I get some very inconsistent results.
For those unaware,...
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