Recent content by IAMRightAgain

  1. I

    Are JGBs about to collapse soon?

    Yes, I need help locating that thread :) So, in the concrete case of JGB (or mini version MJ) futures, one can't determin for sure, what is downside risk of short position and what is cost/profit of holding that position?
  2. I

    Are JGBs about to collapse soon?

    Thank you! But I still don't know, how to calculate corelation of interest rate of 10y bond and price of future contract.
  3. I

    Are JGBs about to collapse soon?

    Has anyone done this calculation yet? Now we are at 1,03% and JGB (or mini MJ) futures are priced around 141 to 142. Where can I get right price (conversion) factor and how should I us it in calculation?
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