1) A Few of our trades to track capturing the move higher in rates
___Spread values on the right of the chart
___Click on entry price for the intraday chart
1.1) GEZ19-GEZ23 Entry +0.0500, 27 July 2018, each 0.01 = $100.00
1.2) GEZ19-GEZ22 Entry -0.0350, 17 July 2018, each 0.01 = $100.00
1.3) GEZ18-GEZ22 Entry +0.2900, 15 July 2018, each 0.01 = $100.00
1.4) GEZ18-GEZ21 Entry +0.2650, 13 July 2018, each 0.01 = $100.00
1.5) GEU18-GEZ23 Entry +0.5500, 06 July 2018, each 0.01 = $100.00
1.6) GEU18-GEZ20 Entry +0.3900, 29 May 2018, each 0.01 = $100.00
1.7) GEZ18-GEZ20 Entry +0.3150, 29 May 2018, each 0.01 = $100.00
1.8) ZQZ18 Short 99.1650, 03 Oct 2016, each 0.01 = $41.67
1.8) ZQ quotes all deliveries (Fed Funds contract information)
1.10) GE quotes all deliveries (3 month rate contract information)
2) Analysis Pages
2.1) US Rate Analysis
2.2) Euro Rate Analysis
3) Market’s priced in rate hikes by;
3.1) December 2018
3.2) December 2019
3.3) December 2020
3.4) December 2021
3.5) December 2022
3.6) December 2023
3.7) December 2024
4) Market’s priced in expectation by year between;
4.1) December 2018 to December 2019
4.2) December 2019 to December 2020
4.3) December 2020 to December 2021
4.4) December 2021 to December 2022
4.5) December 2022 to December 2023
4.6) December 2023 to December 2024
5) Latest Fed expectations for rate hikes through December 2020 (2:30)
Full Fed press conference video (52:19) & Opening Statement (PDF)
Next Fed Meeting 25 & 26 September 2018
Educational Links US Rate Analysis Euro Rate Analysis Message Me
6) Fed Funds contract valuation for the Fed’s expectations
0.12% contract value = $500.00 (November 2015)
1.82% contract value = $7,583.21 (11 August 2018)
2.40% December 2018 = $10,000.00
3.10% December 2019 = $12,916.67
3.40% December 2020 = $14,166.67
Each 0.01 = $41.67
7) Fed Funds 1954 – 2018 chart Data & Contract Valuation (excel)
8) Educational Videos and Resources
8.1) Video – About Eurodollar interest rate futures
8.2) What the 3 month rate is (Eurodollar) and how it’s set
8.3) Eurodollar futures pricing and the Forward rate market
8.4) Video – The basics of trading Eurodollar interest rate spreads
8.5) Video – Introduction to Fed Fund futures contracts
8.6) What the Fed funds rate is and how it’s set
8.7) Today’s probability for a rate hike at the next Fed meeting
8.8) Interest rate 3 month to 30 year curve
8.9) Fed Meetings and Press Conferences
8.10) Understanding the FOMC Report
8.11) Futures Educational Videos (33)
8.12) Futures Options Educational Videos (34)
9) Previous Rate Reports and Articles 2015 – 2018
9.1) US Economy by the numbers 2000 – 2018 4 June 2018
9.2) Trading Rates Higher & Fed Expectations 28 November 2017
9.3) Trading the Fed Funds rate higher 13 March 2017
9.4) Trade update 11 August 2016 through 20 January 2017
9.5) Trading Rates Higher & Fed Expectations 20 January 2017
9.6) Update Seeking Alpha 13 January 2017
9.7) Market Versus Fed For Rates 16 September 2016
9.8) Market Versus Fed Expectations December 2019 4 September 2016
9.9) Update on Seeking Alpha 5 September 2016
9.10) Who’s right the market or the Fed 31 May 2016
9.11) Original positions published on Seeking Alpha 5 November 2015
9.12) Countdown to Higher Rates 9 October 2015
9.13) Trading 3 Month Rates Higher & Fed Expectations 24 September 2015
9.14) What I See On The Horizon 6 August 2015
9.15) Hedging Treasury Risk 3 August 2015
9.16) The Math On Why U.S. Inflation Is “contained” 22 July 2015
9.17) Trading the Fed Funds Rate Higher 23 July 2015
9.18) Trading Rates Higher & Fed Expectations 9 June 2015
9.19) Trading 3 Month Rates Higher & Fed Expectations 27 April 2015
9.20) Trading Rates Higher Using Cost Averaging 24 March 2015
9.21) Market versus Fed expectations 23 March 2015
10) Fed Funds Risk Reward Spreadsheets
10.1) 3 Month Rates March, June December Fed Funds March hedge
10.2) Fed Funds December 2016
10.3) Fed Funds March 2016 S 99.74 (no hedge)
10.4) Fed Funds December 2016 S 99.46 (no hedge) 100K
10.5) Fed Funds December 2016 S 99.46 (no hedge) 10K
10.6) Trading 3 month rates higher through December 2016
10.7) July 2015 25k no hedge
10.8) July 2015 99.83 25K cost average hedge
10.9) July 2015 99.82 25K 87.50 hedge
10.10) July 2015 10K 99.81/99.75 hedge
10.11) Sep 2015 25k cost average hedge
10.12) Oct 2015 25K cost average hedge
10.13) Dec 2015 25K cost average hedge
11) 3 Month Deposit Spreadsheets
11.1) 3 Month Dec 2017 S 99.70 (no hedge)
11.2) 3 Month put weighted vol spread Dec 2017
11.3) 3 Month vol spread Dec 2017
11.4) 3 Month vol bear spread no hedge Dec 2017
11.5) 3 Month GEH-M-Z-201616 Fed Funds ZQ-H16 10.05.2015
11.6) Contract specifications
11.7) 3 Month Hedged Cost Average
11.8) 3 Month Rate September 2015 hedge
11.9) 3 Month Rate December 2015 hedge
12) Other Interest markets we trade
12.1) All US interest rate markets we trade
12.2) European interest rates
12.3) Australian Interest rates
12.4) Educational videos and Links
Account minimum $10,000 USD or major currency equivalent
If you have any questions send a message or contact me
Regards,
Peter Knight
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