A former sell-side investment bank US Treasury flow trader, now a private prop trader.
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Monday, August 13, 2012
With the 10Y Fed buyback tomorrow, i like switching my ZN position into 10Y
So, if the 7/10 curve steepens just a tad (currently 54.0 bid to bid - so maybe 1 tick steeper on 10Y notes), I'll switch my long position in ZN (10yr note futures) into cash 10Y notes.
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