Trading Rates Higher 2021-2025

100.00 on the chart below represents a rate of zero, 98.00 represents a rate of 2.00%. To trade this rate higher we’ve shorted 20 contracts at 99.83 representing a rate of 0.17%, contract value $425.00 X 220 equals a position value $8,500.

Half of the position (10 contracts) we’ll be trading the range between 0.15% and 0.25%, the other half (10 contracts) we’re holding until we achieve our objective of 2.00% is acheived, contact price 98.00. 1/2 of the move is priced into the forward markeet a clean down trend on this weekly EMA chart we’ll maintain all 20 contracts short.

Each 0.01 move in rates equals $25.00 per contract, 0.01% on our position equals $500.00.
If we’re able to capture 1.00% of the 1.83% move higher move higher our position will generate a gross profit of $50,000.

3 month contact price & rate  use this link to track this trade


3 Month Rate & Contract Price Spreadsheet

3 month rate & contact value


3 Month Rate, Contract & Value Spreadsheet

30 day Fed Funds

100.00 on the chart below represents a rate of zero, 98.25 a rate of 1.75%. To trade this rate higher we’ve shorted 20 contracts at 99.9175 representing a rate of 0.085%, contract value $343.75, position value $6,874.99.

Half of the position (10 contracts) we’ll be trading the range between 0.08% and 0.16%, the other half (10 contracts) we’re holding until we achieve our objective of 1.75%, contact price 98.25. 1/2 of the move is priced into the forward market our objective is to capture the other 1/2 between now and December 2026.When we get a clean down trend on this weekly EMA chart will maintain our short position (short 20 contacts). 

Each 0.01 move in rates equals $41.67 per contract, 0.01% on our position equals $833.40.
If we’re able to capture 0.80% of the 1.67% move higher our position will generate a gross profit of $66,672.00

Fed Funds contact price & rate  use this link to track this trade


Fed Funds Contract Price & Rate Data

Fed Fund rate & contact value


3 Month Rate Contract Value Data

Published by

Asset Investment Management

Family Office, Advisors