The US bond curve has retraced to an optimal sell zone of 111-115 bps.
We have an obvious bearish signal in the cloud ahead.
Next leg down may reach 90 bps, and later possible to 71-79 ultimate target range.
For those who really put this on: Fixed Income Hedge Ratio for $ZN and $ZT contracts spread is 1:2. So you need to buy 1 ZN and sell 2 ZT against it to enter a risk adjusted flattener position, where you are long in 10y and short the 2y.
We have an obvious bearish signal in the cloud ahead.
Next leg down may reach 90 bps, and later possible to 71-79 ultimate target range.
For those who really put this on: Fixed Income Hedge Ratio for $ZN and $ZT contracts spread is 1:2. So you need to buy 1 ZN and sell 2 ZT against it to enter a risk adjusted flattener position, where you are long in 10y and short the 2y.
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免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。