SFE Fixed Interest Trading Times

SFE Fixed Interest Trading Times

Codes for bonds on TT and CQG

Codes for bonds on TT and CQG

Yield charts for Tnote and SFE bond on CQG.

Yield charts for Tnote and SFE bond on CQG.

Charting the Au/US 10yr spread on CQG.

Charting the Au/US 10yr spread on CQG.

Yield spread display in CQG

Yield spread display in CQG

When rolling Tnotes from one month to next.

When rolling Tnotes from one month to next.

10:3yr bond spread

10:3yr bond spread

10:3yr bond spread

10:3yr bond spread

Charting the Au/US 10yr spread on CQG.

Charting the Au/US 10yr spread on CQG.

This chart tells us two things:  1. The actual data compared to the estimates is not a reliable indicator of market direction.  2. The release date appears to be a very reliable indicator of trend reversal.

This chart tells us two things: 1. The actual data compared to the estimates is not a reliable indicator of market direction. 2. The release date appears to be a very reliable indicator of trend reversal.

Pinterest
Search