US Treasury bonds

Hi
Anyone spread trading treasury bond? I mean arbitrage between 2, 5, 10 years treasury bond

no, not yet.

what are the fees or rather how much are you down when you get in?

Hi Pounce
I'm not trading yet. I'm still learning. I'd like hear something from experienced traders. I know main concept but its just iceberg.
As we know spread build/widen mainly rate of interests. But inflation, $, gold and many many other things as well.
There are tricks like 30y react harder for change rate of interests than 10y.
There is bible i think: Outlines and Highlights for Bond Markets, Analysis and Strategies by Frank J Fabozzi guru man. I started but my english isn't brilliant
Good trading anyway Pounce

HI ALL. Some charts on U.S. gov.bonds yield [bad English, sorry ]

Part.I

HI ALL. Some charts on U.S. gov.bonds yield [bad English, sorry ]

Part.II

http://www.finanzaonline.com/forum/a...1&d=1274088918

http://www.finanzaonline.com/forum/a...1&d=1274088918

HI ALL. Some notes about U.S T-Bond yield spread [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

This indicator curve is the spread (ratio-type; daily-frame) between two yields, as signaled on the 4 charts.
A decrease of both yields can still to determine uptrend or down-trend of indicator, since the change of two yields may have speeds (or slopes) very different.
A decline of indicator curve indicates a loss of power in the first yield vs. second one, a rise indicates an increase in strength of the first yield vs. second one.
It is more useful to look and analyze the general trend of the curve and not pay attention on the price scale.
Indicator curve is in ema-format, with prices replaced by exp.mov.aver. 5/10/20.

http://i53.tinypic.com/2u5f4pl.jpg

http://i54.tinypic.com/ibxsv7.jpg

The first two indicators shows a new high in 2010.
This is a sign of no confidence in the US mid-long economy.
The second two indicators shows a double bottom of curve that do not match with the price action of stocks market index as S&P1500 or Wilshire-5k, as seen in III/quart.2010. Is this a sign of slowdown in the confidence on the stocks market ?

Tuned on the bond-yields evolution, and do not anticipate the main trend of stocks market.

I.M.O. by $@!Ψ¥

HI ALL. Some notes about U.S T-Bond yield spread [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

This particular Merr.L.-Indicator shows a side-wave in sep.09/sep.10 (in progress), marked on the chart with two blue-spotted areas.
If the indicator-price go below the side-wave, there will be a new flux of confidence on risky assets (stocks).
If price go above the side-wave, there will be a new "mid-term" confidence-crisis on risky assets (stocks).

http://i52.tinypic.com/24oyuxj.jpg

Tuned on the bond-yields evolution, and do not anticipate the main trend of stocks market.

I.M.O. by $@!Ψ¥

HI ALL. Some notes about U.S Interest Swap 10y-curve [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

The 10y Interest Swap curve maybe used as financial-stress indicator.

Prices, after the pyramidal chart 2007/2009, have built a bullish recovery during 2010.
During this recovery, prices have reached the main-area (marked in grey).

Above this main area the financial stress is not sustainable (see 2008).
Below the hard-red descending-line (now at 109 about) there will be another strong relaxation in the financial markets.

Tuned on the bond-yields evolution.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://i56.tinypic.com/2cwr2q.jpg
I.M.O. by $@!Ψ¥

HI ALL. Some notes about US$ Swap Spread [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

These curves shows a multiframes US$ Swap Spreads, with annotation on chart.

In gray-circles there are the cross-array of short above long term curves, indicates financial-stress increase.
In pink-circles there are the cross-array of short below long term curves, indicates financial-stress decrease.

Now the curves 2y vs. 5y is in side-array; if 2y go below 5y there will be another strong relaxation in the financial markets (in short-mid term).
Now the curves 10y vs. 20y are bearish and in not-stress array from sep.09; if this array is maintained, financial markets will not suffer stress (in mid-long term).

Tuned on the swap instruments.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://i53.tinypic.com/4jw1dx.jpg
I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

Inthese charts there are yield of UST-Bond 30-5y in two frames.

All yield in hard bearish-array. Inflation is dead ???
5y yield now below 2008-lows !!!


http://i56.tinypic.com/2yphnnq.jpg
http://i51.tinypic.com/32zn8l2.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these charts there are yield of UST-Bond 5y-1mo in two frames.

All yield in hard bearish-array. Inflation is dead also in short-mid term ???
5y, 2y, 1y yield now below 2008-lows !!!


http://i53.tinypic.com/b5sg47.jpg
http://i56.tinypic.com/15saknk.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond price [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these charts the sky-line of UST-Bond 30y-2y with some lines as markers.

http://i51.tinypic.com/nvdtp0.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these charts there is Gold spot price in spread vs. US-TBond 13w yield:
-) in the first chart the spread with PPO oscillator;
-) in the second chart there are two overlapping curves (Au-spot and 13wUS-Tbond yield).

The spread is in bullish-array (contrarian to S&P1500 or Wilshire-5k in the stocks-market), confirmed by PPO.
Main tops have placed in descending-array in 2008(dec.), 2009 (nov.), 2010 (jun.).
Now the spread is in bull-knotting and PPO above 0-line.

A continuation of spread bull-trend in short-mid term, increases the financial stress on the stocks-market. Attention about PPO, above 0-line.
A sell-array of PPO (below 0-line) and of spread, decreases the financial stress.

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://img833.imageshack.us/img833/7...salvi0043a.jpg
http://img69.imageshack.us/img69/7503/zzzsalvi0043b.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these charts there is the spread (difference-type) between US-Libor-3mo vs. US-TBond 3mo yield (T.E.D.).
The first triple-curve is the 3y ema-format of T.E.D. (prices replaced by exp.mov.aver. 5/10/20.); the II and III curves are S&P500 and T.E.D. in long-term view.

The curve is in bearish-array on long-term frame; for this reason the financial stress (evaluated according to this indicator) is weak and historically low.
A warning occur in the short-term because of bullish-turn of indicator-ema (see previous 3y bullish-turns).
Curve above sept.09-lows increase the financial stress with bearish implications for the underlying stocks-market (S&P1500 and Wilshire-5k as benchmarks).

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://i55.tinypic.com/25rz869.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these charts there is the spread (ratio-type) between:
US-Libor-3mo vs. US-TBond 3mo yield (r-T.E.D./3mo);
US-Libor-1mo vs. US-TBond 1mo yield (r-T.E.D./1mo).
A decrease of both components can still to determine uptrend or down-trend of indicator, since the change of two components may have speeds (or slopes) very different.
A decline of indicator curve indicates a loss of power in the first components vs. second one, a rise indicates an increase in strength of the first components vs. second one.
It is more useful to look and analyze the general trend of the indicator curve and not pay attention on the price scale.
Indicator curves are in ema-format, with prices replaced by exp.mov.aver. 5/10/20; moreover indicators have a contrarian price-evolution vs. underlying stocks-market (S&P1500 and Wilshire-5k as benchmarks).

These T.E.D. are more volatile than T.E.D. difference 3mo (see previous post).
The curves are in bearish-array on long-term frame; for this reason the financial stress (evaluated according to these indicators) is weak and historically low.
A warning occur in the short-term, because of bullish-turn of two indicators (see previous 3y bullish-turns).
r-T.E.D./1mo shows a multi-lows 09/10 platform (in gray-white) with topping-formation inplication for stocks-market; below this gray-white area, a new and hard uptrend will start.
The array of two curve in weekly-close (black-chart; green curve < red curve) shows a short-term bullish continuation for underlying stocks-market; a warning occurs is there will be a turn (green curve > red curve).
Also LOIRS spread 1mo and 3 mo (see orange charts) shows a bullish turn in the short term.

October is a topping month for stocks market ???
It is very important, for a robust uptrend in the stocks-market, the break or previous 2010 lows on the r-T.E.D. prices.
An important warning would come from new highs in stocks-market and no new lows in r-T.E.D. prices.

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://img580.imageshack.us/img580/8...salvi0044a.jpg
http://www.bloomberg.com/apps/chart?...%3AIND&img=pnghttp://www.bloomberg.com/apps/chart?...%3AIND&img=png

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In this chart there is the VIREX/2 indicator, the spread (ratio-type) between CBOE volatility indicator 3mo vs. US-TBond 3mo yield.
A decrease of both components can still to determine uptrend or down-trend of indicator, since the change of two components may have speeds (or slopes) very different.
A decline of indicator curve indicates a loss of power in the first components vs. second one, a rise indicates an increase in strength of the first components vs. second one.
This personal indicator is a useful (not quantitative) instrument for the evaluation of the components used on 3 years frame, in relation to the underlying equity markets. It is more useful to look and analyze the general trend of the indicator curve and not pay attention on the price scale.
VIREX/2 is in double daily-close, with S&P1500 in ema-format (prices replaced by exp.mov.aver. 5/10/20); VIREX/2 has a contrarian price-evolution vs. underlying stocks-market (S&P1500 and Wilshire-5k as benchmarks).

VIREX/2 shows a beautiful graphical contest (gray-area) between bearish H&S vs. bullish multi-lows, with neck in blue.
Below the 2010-lows there will be a big relaxation phase on underlying equity markets.

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

http://i52.tinypic.com/cm3hd.jpg

I.M.O. by $@!Ψ¥

HI ALL. Some notes about alternative US-TBond yield spreads [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these chart there are some alternative indicators to measure market components (volume; options) and US-TBond yield.
A decrease of both components can still to determine uptrend or down-trend of indicator, since the change of two components may have speeds (or slopes) very different.
A decline of indicator curve indicates a loss of power in the first component vs. second one (US-TBond 1mo yield), a rise indicates an increase in strength of the first components vs. second one.
This personal indicator is a useful (not quantitative) instrument for the evaluation of the components used on 3 years frame, in relation to the underlying equity markets. It is more useful to look and analyze the general trend of the indicator curve and not pay attention on the price scale.
Arm & PC TED-like indicators (contrarian to stocks-market price-evolution as S&P1500 and Wilshire-5k) are in daily-exp.mov.aver./5, with two ema as benchmarks, in mid- and long term frame.

Four curves shows a graphical contest between bearis H&S (neck in pink; shoulders-area in white) vs. bullish multiple lows.
If indicator curves go below the neck there will be a giant relaxation in the stocks-market, very similar to autumn.08 in inverted scale.

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

I.M.O. by $@!Ψ¥

HI ALL. Some notes about US-TBond yield spreads [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these chart there are some multi-yearly spread indicators in order to measure US-TBond yields (30y vs. 2y; 20y vs. 2y; 10y vs. 2y; 7y vs. 2y; 5y vs. 2y).
A decrease of both components can still to determine uptrend or down-trend of indicator, since the change of two components may have speeds (or slopes) very different.
A decline of indicator curves indicates a loss of power in the first component vs. second one, a rise indicates an increase in strength of the first components vs. second one.
These indicators are a useful (not quantitative) instruments for the evaluation of the components used, in relation to the underlying financial markets stress. It is more useful to look and analyze the general trend of the indicator curves and not pay attention on the price scale.
These indicators are contrarian to stocks-market price-evolution (as S&P1500 and Wilshire-5k) and are in linear weekly-close.

There are new tops in 2010 in divergence with equity price-evolution !!! Is this a negative sign in long term for financial markets (ex.: post-2011) ???
In short term the yield-spreads in long-duration have a bullish-array but the short-duration yield-spreads have a bearish-array.
Searching for a new top in equity markets but in divergence with multi-yearly yield-spreads (2006-2007 vs. 2010-2011) ???

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

I.M.O. by $@!Ψ¥

This is slightly off topic. I have been investigating the sovereign movement. And the "strawman" Whereby The Sovereigns assert that when we are born our parents signed us over into slavery by signing our birth certificates. This is supposedly a Bond against our future worth as a worker. I have yet to see Tangible evidence of this "bond" And was wondering if someone could shed some light on it.


I have found one you tube video that claims you can look up your bond on fidelity . com and several links to sites explaing what this is about. The fidelity site does not work for me when I put my stepsons Birth certificate info into the fidelity websites data base.

I really suspect this is some sort of scam that people charge money to file Uniform commercial code paperwork and take back their birthright. HAs any one any experience in this at all. Would like to hear an opposing view but I either get the sovereign rhetoric or a shrug of the shoulders and an "I don't know"

YOu can google "strawman" Soveriegn and Bond and get tons of info on this.

Is it legitimate or another urban legend?
I tend to lean towards a scam but am still open to it if indeed this bond exists but I will not proceed until I find tangible proof of it.

Thanks.

HI ALL. Some notes about US-TBond yield spreads [bad English, sorry http://cdn.forexfactory.com/images/icons/icon9.gif ]

Financial Markets Observatory Lab.

In these chart there are some multi-yearly spread indicators in order to measure US-TBond yields (30y vs. 2y; 20y vs. 2y; 10y vs. 2y; 5y vs. 2y).
A decrease of both components can still to determine uptrend or down-trend of indicator, since the change of two components may have speeds (or slopes) very different.
A decline of indicator curves indicates a loss of power in the first component vs. second one, a rise indicates an increase in strength of the first components vs. second one.
These indicators are a useful (not quantitative) instruments for the evaluation of the components used, in relation to the underlying financial markets stress. It is more useful to look and analyze the general trend of the indicator curves and not pay attention on the price scale.
These indicators are contrarian to stocks-market price-evolution (as S&P1500 and Wilshire-5k) and are in P&F-format (see chart for format data).

Yield spreads 30y vs. 2y, 20y vs. 2y, 10y vs. 2y shows a continuated overperformances of long-term duration yields. This may be a sign of no confidence in the long-term economy of the country issuer.
Furthermore, graphically, emerge bullish figures of considerable size (cups).

Yield spread 5y vs. 2y do not shows hard bullish structures but have a continuated bullish-array with spread-top now.

For the long term these curves have a bearish value; for the mid-short term these curves shows a searching-behaviour for a bottom for a re-start of equity (now in lateral evolution).

Tuned on yield curves.
It is very important do not anticipate the main trend of the underlying financial instruments.

I.M.O. by $@!Ψ¥