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Thursday 21 February 2008

Bond and Crude Oil volatility

This Position was up over 2k this morning, then ZF grew stronger and ZB hit resistance. The small gain in ER2 turned into a loss. This position was put on 2 days ago. Interesting to note the Yield spread in correlation with the performance of stock index sectors.



ES selling off


Crude Oil selling off on T Boone Pickens comments?


Afternoon strength in the 2yr bonds (ZF)


10yr Swap futures bouncing off lows


Trading the TUT Spread: Capitalizing on Changes in Yield Curve

Yield Curve Steepening Means No Recession?

The Yield Curve as a Predictor of a US Recession

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