govttrader's blog
This Week Is 30yr UST Buying Heavy - 10/30 Curve Should Flatten
Submitted by govttrader on 11/26/2012 11:54 -0500In a world where flow is the new QE, this week is an alignment of the stars for long-end US treasury traders.
Measuring The Relationship Of Multi-Asset Classes: Stocks vs Bonds
Submitted by govttrader on 11/21/2012 07:13 -0500Not only should we trade the spread between "correlated markets" but we can use the information from changes in the spread to help us trade the individual outright markets.
30yr UST Auction Preview
Submitted by govttrader on 11/08/2012 09:54 -0500Today is the 2nd of the long-end UST auctions for the month of November. 16bln 30yrs will be sold to the market at 1pm...largest single DV01 event of the monthly cycle. Can we game the US Govt??
10yr UST Auction Preview And Morning Comments
Submitted by govttrader on 11/07/2012 11:40 -0500Will 24bln more 10yr notes be enough to satisfy this Risk Off demand? Enquiring minds want to know...
2 Forces Battling In The Treasury Market - Friday's Large Buyer vs This Week's Auction Setup Sellers
Submitted by govttrader on 11/06/2012 07:57 -0500Summary of forces to be concerned about in the US Treasury market today. Expect a battle with large amounts of paper trading hands in the next couple days.
US Treasury Market Distributing Higher Today Indicates Leveraged Supply Imbalance
Submitted by govttrader on 11/05/2012 16:27 -0500For all those traders scratching their heads, wondering why the treasury market is rallying in front of the big 01 auctions, this blog post is for you.
