Trading rates higher in rates

1) Posted trades, contact me for others.

Click on delivery dates for long term charts example = Dec 2019 – Dec 2021
Entry price for short term charts, example = -0.0400
Spread values are on the right of the chart
Spread value = market’s expected rate hike  between delivery dates

 I’ve allocated $10,000 USD per position
Margin requirement $3,250.00.

Long 10 contacts of the nearby delivery
Short 10 of the forward delivery
Expecting the spread to widen
Each 0.01 = $250.00

1.1)   Dec 2019 – Dec 2021 Entry -0.0400
1.2)   Dec 2019 – Dec 2020 Entry -0.0150
1.3)   Dec 2018 – Dec 2022 Entry +0.3100
1.4)   Dec 2018 – Dec 2023 Entry +0.3800
1.5)   Dec 2019 – Dec 2023 Entry +0.0500
1.6)  Dec 2019 – Dec 2022 Entry -0.0350
1.7)   Dec 2018 – Dec 2022 Entry +0.2900
1.8)   Dec 2018 – Dec 2021 Entry +0.2650
1.9)   Dec 2018 – Dec 2020 Entry +0.3150
1.10) Fed Funds Dec 2018 Short 99.1650
1.11) Fed Fund (ZQ) quotes all deliveries
1.12) Fed Funds contract information)
1.13) 3 Month Rates (GE) quotes all deliveries
1.14) 3 month rate information
1.15) Today’s probability for a rate hike at the next Fed meeting

2) Services

2.1) Introduction
2.2) Exchanges Traded
2.3) Brokerage firms
2.4) ATA’s is and how they work
2.5) Fee structure
2.6) How to define risk on your account
2.7) How balances are protected
2.8) Open An Account

3) Interest Rate Futures/Options Educational Videos and Resources

3.1) Futures Educational Videos (33)
3.2) Futures Options Educational Videos (34)

3.3) Eurodollar Interest Rate Futures Contracts
3.4) Eurodollar Futures Pricing And The Forward Rate Market
3.5) How to Trade Eurodollar Spreads
3.6) Fed Fund Futures contracts
3.7)
Understanding IMM Price and Date

3.8) Understanding Eurodollar Strips
3.8) What is the Eurodollar Settlement Process?
3.10) Treasury Futures Contracts
3.11) Calculating U.S. Treasury Pricing
3.12) Treasury Intermarket Spreads – The Yield Curve
3.13) Trading the U.S. Treasury Curve: Two versus Ten
3.14) How Can You Measure Risk in Treasuries?
3.15) Treasuries Hedging and Risk Management
3.16) The Basics of Treasuries Basis
3.17) Treasuries Delivery Process
3.18) The Importance of Basis Point Value (BPV)
3.19) Understanding Packs and Bundles
3.20) Understanding Convexity Bias
3.21) Understanding the FOMC Report
3.22) Get to know Treasuries Cheapest To Deliver (CTD)
3.23) Trading the Link Between USD/JPY and U.S. Treasuries

4) Previous Rate Reports and Articles 2015 – 2018

4.1) June 2018 Update Trading Rates Higher
4.2) US Economy by the numbers 2000 – 2018 4 June 2018
4.3) Trading Rates Higher & Fed Expectations 28 November 2017
4.4) Trading the Fed Funds rate higher 13 March 2017
4.5) Trade update 11 August 2016 through 20 January 2017
4.6) Trading Rates Higher & Fed Expectations 20 January 2017
4.7) Update Seeking Alpha 13 January 2017
4.8) Market Versus Fed For Rates 16 September 2016
4.9) Market Versus Fed Expectations December 2019 4 Sep. 2016
4.10) Update on Seeking Alpha 5 September 2016
4.11) Who’s right the market or the Fed 31 May 2016
4.12) Original positions published on Seeking Alpha 5 Nov. 2015
4.13) Countdown to Higher Rates 9 October 2015
4.14) Trading 3 Month Rates & Fed Expectations 24 Sep. 2015
4.15) What I See On The Horizon 6 August 2015
4.16) Hedging Treasury Risk 3 August 2015
4.17) The Math On Why U.S. Inflation Is “contained” 22 July 2015
4.18) Trading the Fed Funds Rate Higher 23 July 2015
4.19) Trading Rates Higher & Fed Expectations 9 June 2015
4.20) Trading 3 Month Rates & Fed Expectations 27 April 2015
4.21) Trading Rates Higher Using Cost Averaging 24 March 2015
4.22) Market versus Fed expectations 23 March 2015

5) Fed Funds Risk Reward Spreadsheets

5.1) 3 Month Rates Mar., Jun. Dec. Fed Funds Mar. hedge
5.2) Fed Funds December 2016
5.3) Fed Funds March 2016 S 99.74 (no hedge)
5.4) Fed Funds December 2016 S 99.46 (no hedge) 100K
5.5) Fed Funds December 2016 S 99.46 (no hedge) 10K
5.6) Trading 3 month rates higher through December 2016
5.7) July 2015 25k no hedge

5.8) July 2015 99.83 25K cost average hedge
5.9) July 2015 99.82 25K 87.50 hedge
5.10) July 2015 10K 99.81/99.75 hedge
5.11) Sep 2015 25k cost average hedge

5.12) Oct 2015 25K cost average hedge
5.13) Dec 2015 25K cost average hedge

6) 3 Month Deposit Spreadsheets

6.1) 3 Month Dec 2017 S 99.70 (no hedge)
6.2) 3 Month put weighted vol spread Dec 2017
6.3) 3 Month vol spread Dec 2017
6.4) 3 Month vol bear spread no hedge Dec 2017
6.5) 3 Month GEH-M-Z-201616 Fed Funds ZQ-H16 10.05.2015
6.6) Contract specifications
6.7) 3 Month Hedged Cost Average
6.8) 3 Month Rate September 2015 hedge
6.9) 3 Month Rate December 2015 hedge

7) Other Rate Markets I trade

7.1) US Interest rates
7.2) European interest rates
7.3) Australian interest rates
7.4) Educational videos and links

If you have any questions send a message or contact me

Regards,
Peter Knight Advisor

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