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Search: Posts Made By: Schnook
Forum: Treasury Notes and Bonds March 7th, 2022, 07:46 PM
Replies: 36
Views: 8,736
Posted By Schnook
There's been a lot of talk about the recent...

There's been a lot of talk about the recent widening of Eurodollars against SOFR. Some funding stress out there. Also a huge bid for vol.

https://nexusfi.com/attachment.php?attachmentid=322638...
Forum: Treasury Notes and Bonds December 27th, 2021, 06:57 PM
Replies: 36
Views: 8,736
Posted By Schnook
This comment, made in another recent thread here,...

This comment, made in another recent thread here, has really stuck with me:



Have I been too dismissive of order flow and cumulative delta in Treasury futures?

Today was kind of interesting,...
Forum: Treasury Notes and Bonds December 5th, 2021, 07:03 PM
Replies: 36
Views: 8,736
Posted By Schnook
I was just looking at the Eurodollar futures...

I was just looking at the Eurodollar futures curve when something hit me. The curve is not indicative of one projected path of interest rates. Rather, it's indicative of a binary outcome. Bear with...
Forum: Treasury Notes and Bonds November 30th, 2021, 08:00 AM
Replies: 36
Views: 8,736
Posted By Schnook
A few countries have shut down or limited...

A few countries have shut down or limited international travel, and Powell of course mentioned Omicron as a risk, but for the most part I think people are generally not too concerned. Consensus so...
Forum: Treasury Notes and Bonds November 26th, 2021, 02:35 PM
Replies: 36
Views: 8,736
Posted By Schnook
Today's headlines about this new South African...

Today's headlines about this new South African variant came out of nowhere, catching a lot of people off guard. It was squeezy. Thin, post-holiday market conditions certainly exaggerated the moves.
...
Forum: Treasury Notes and Bonds November 19th, 2021, 01:22 PM
Replies: 36
Views: 8,736
Posted By Schnook
You bring up a good point, as bank balance sheets...

You bring up a good point, as bank balance sheets haven't grown nearly as fast as the Fed's, so the moment the Fed start's withdrawing liquidity and buyside accounts lean on the street to provide...
Forum: Treasury Notes and Bonds November 19th, 2021, 06:33 AM
Replies: 36
Views: 8,736
Posted By Schnook
....aaaaand I just dumped the last of my (small)...

....aaaaand I just dumped the last of my (small) long into this morning's rising wedge because I just can't stand wedgies :sarcastic:

https://nexusfi.com/attachment.php?attachmentid=319657

...
Forum: Treasury Notes and Bonds November 19th, 2021, 05:20 AM
Replies: 36
Views: 8,736
Posted By Schnook
Market has firmed, and I remain constructive...

Market has firmed, and I remain constructive going into next week. Once again it's the positioning story (everyone is short bonds, some will be forced to cover or reduce risk) as well as near-term...
Forum: Treasury Notes and Bonds November 14th, 2021, 10:04 AM
Replies: 36
Views: 8,736
Posted By Schnook
Yes and no ;) It used to be a conspiracy...

Yes and no ;)

It used to be a conspiracy theory that the folks who compile the inflation data are intentionally understating actual inflation, but now this is largely accepted as fact by many...
Forum: Treasury Notes and Bonds November 14th, 2021, 09:52 AM
Replies: 36
Views: 8,736
Posted By Schnook
I'd like to take a step back for a moment to look...

I'd like to take a step back for a moment to look at the big picture context for the recent flattening moves. Pulling some charts from the FRED database:

Fed Funds - here we can see that during...
Forum: Treasury Notes and Bonds November 10th, 2021, 07:53 PM
Replies: 36
Views: 8,736
Posted By Schnook
Anyone have any thoughts on the bond / rates...

Anyone have any thoughts on the bond / rates markets here?

Ugly inflation data, front end now once again pricing in a more aggressive timeline for rate hikes, and a horrible Bond auction today....
Forum: Treasury Notes and Bonds November 6th, 2021, 07:59 PM
Replies: 36
Views: 8,736
Posted By Schnook
While the COT data does currently show a...

While the COT data does currently show a preponderance of shorts, it unfortunately captures only a small part of the fixed income universe and can therefore tell an incomplete story. The bulk of...
Forum: Treasury Notes and Bonds November 5th, 2021, 04:53 PM
Replies: 36
Views: 8,736
Posted By Schnook
Redhouse (over yonder), my general sense is that...

Redhouse (over yonder), my general sense is that people had gotten ahead of themselves on their tapering / hiking timelines. I've talked a lot about positioning in the past few days because in my...
Forum: Treasury Notes and Bonds November 4th, 2021, 03:07 PM
Replies: 36
Views: 8,736
Posted By Schnook
A bit of a relief rally today. Powell was...

A bit of a relief rally today. Powell was slightly less hawkish than feared yesterday, and today the BOE chose NOT to raise rates, surprising some who had thought they would. Many of the 2yr...
Forum: Treasury Notes and Bonds October 29th, 2021, 03:37 PM
Replies: 36
Views: 8,736
Posted By Schnook
I think the moves in the front end are pretty...

I think the moves in the front end are pretty unambiguous. All of the English-speaking central banks suddenly tilted hawkish, with the RBA clumsily dropping its rate peg, allowing things get very...
Forum: Treasury Notes and Bonds October 28th, 2021, 03:19 PM
Replies: 36
Views: 8,736
Posted By Schnook
As indicated earlier I'm now long some 5s at an...

As indicated earlier I'm now long some 5s at an average price of 121-22 5/8

I can't really point to any specific chart setup, or backtested strategy, as this trade is based primarily on...
Forum: Treasury Notes and Bonds October 28th, 2021, 09:12 AM
Replies: 36
Views: 8,736
Posted By Schnook
Some initial thoughts... Recent weeks have...

Some initial thoughts...

Recent weeks have seen aggressive bear flattening as rate hike expectations have been pushed sharply forward. The Fed is expected to announce the taper next week (Wed Nov....
Forum: Treasury Notes and Bonds October 28th, 2021, 09:05 AM
Replies: 36
Views: 8,736
Posted By Schnook
General bond / interest rate discussion

Let this be a thread for general discussion of bond and interest rates trading.

Share your thoughts, ideas, observations, charts, etc. or ask questions. Whether outrights, curves, butterflies,...
Showing results 1 to 18 of 18

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