Recent content by wstrong

Thanks for the help guys. I guess I will roll the front. The timing does worry me though, requiring a mere 3 month window to go from business as usual to (I hope) full blown crisis. Do you have any feeling for what might happen to backwardation if crisis looked probable?

Hi all, I am interested in trading JGB futures, particularly not the current maturity. Basically, I want to buy and hold short positions against the JGB, betting that Japan will eventually have a fiscal crisis that will result in the JGB price tanking. I would be rolling over this bet, so it...