skip to main | skip to sidebar

Hard Data for Financial Thoughts

Monday, November 23, 2009

The Same Swaption Butterfly

This is the same swaption butterfly than the one posted Nov 10, which retraced nicely toward its historical average and gave a nice profit. We have a new entry point today.

Posted by JFC at 9:41 PM

No comments:

Post a Comment

Newer Post Older Post Home
Subscribe to: Post Comments (Atom)

Subscribe To Data for Thoughts

Posts
Atom
Posts
Comments
Atom
Comments

Blog Archive

  • ►  2013 (1)
    • ►  April (1)
  • ►  2010 (21)
    • ►  June (6)
    • ►  May (1)
    • ►  March (4)
    • ►  February (2)
    • ►  January (8)
  • ▼  2009 (115)
    • ►  December (14)
    • ▼  November (18)
      • Follow Up on the Swaption Fly
      • Follow-Up on the VIX
      • Follow-Up on Masco vs Mohawk
      • Consummer (Food) Staples
      • Gold Holding by the Gold iShares ETF
      • Pair Trade: Masco vs Mohawk Industries
      • The Same Swaption Butterfly
      • Cano Petroleum
      • Bid-Ask on the CDX IG Index
      • Follow-Up on the Swaption Butterfly
      • Worst Performers among CDX Sectors
      • Follow-Up on the Lockheed/General Dynamic Trade
      • 1:2:1 Butterly on 1-Year Options with 3m/6m/1y Exp...
      • Is the U.S. Fed Fund Rate Too High or Too Low?
      • The Yield Curve as a Leading Indicator of Recessions
      • Peabody and Commercial Metals Co.
      • What Banks Charge Consummers -- Continued
      • What's the Future of Rating Agencies?
    • ►  October (21)
    • ►  September (43)
    • ►  August (19)

About Me

JFC
View my complete profile