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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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