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Are there internals tools like TICK, TRIN, Prem for this market? |
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Depends on your definition of "internals".
$DJCBTI - this is the Dow Jones CBOT Treasury Index, a weighted representation of the 5, 10 and 30 year contracts.
CBOT - Treasury Dow Jones CBOT Treasury Index
$TYX.X, $TNX.X and $FVX.X - the 30, 10 and 5 year yields. They move inversely to the respective contracts. These are the quoted yields (with a multiplier of 10) used for interest rate options.
Interest Rate Options
http://www.cboe.com/LearnCenter/pdf/IRO.pdf
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I was told it was quite news sensitive. |
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You heard correctly. Best to always keep in mind the 8:30am and 10am (EST) economic reports when trading. Use econoday or some other service to give you a list of these.
Try
http://fidweek.econoday.com/ for a list.
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How liquid is the overnight and premarket session? |
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Very liquid and deep at all times, including the US overnight and premarket session. How deep? Just look at the DOM (depth of market) after hours - many more contracts than the ES. Slippage (if any) is minimal, with a spread of no more than 1 tick wide.
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Are there other financial instruments that a trader should follow with the bonds? |
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Sure. Asides from the 10 and 5 Year Treasury Notes, try looking at 30 Day Fed Funds, 1 Month Libor, Eurodollar futures.
More info here:
CBOT - Fed Funds 30 Day Fed Funds Quotes Open Auction
CME LIBOR Futures
CME Eurodollar Futures and CME Eurodollar Options
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Thanks |
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My pleasure.