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Welcome to the updated Curve Advisor web site.

Below are some recent (1+ week delayed) macro and micro commentaries from the CA Newsletter.

Pardon Our Appearance While the Site Is Being Updated.

Featured Views

BONUS: “Free” Straddle

October 1st, 2017|0 Comments

From time to time, I'll post an occasional trade.  You'll need a reasonable cost structure to take advantage of this opportunity. On Friday I sent out the following trade: I saw EDZ7 98.625 call trade [...]

Legging Lessons

September 17th, 2017|0 Comments

Since some of you may be new to ED trading, I may occasionally do a “Trade Basics” segment.  There was an interesting trade that went through on Friday, and I thought I would discuss it.  [...]

Macro Views

The Big Data Week

October 29th, 2017|0 Comments

I’m getting the feeling that if we don’t break the downtrend line next week, it could be at least another month (until the next PCE and Employment report) before we test it again.  We have [...]

Fundamentals vs Downtrend Line

October 22nd, 2017|0 Comments

Now that the ten year yield is back near the recent highs, I’m a little uncertain as to how far this goes.  If it wasn’t for the downtrend that everyone seems to be looking at, [...]

Micro Views

Fed Pricing 171105

November 5th, 2017|0 Comments

There seems to be two large flows going on right now in the front of the curve.  I had previously mentioned our EDZ8-Z9 friend, who appears to be on the wrong side of EDZ8-Z0 flattening. [...]

Lower Inflation vs Stronger Growth

October 15th, 2017|0 Comments

Last week I said for the bullish scenario that Z8Z0 could get to the low (28.5) and we may be able to rally 10bps.  Well, that’s what happened.  We had several pieces of bullish news: [...]

The STIR futures capitals below highlight the main sections of the site.

The Basics

Coming soon… various topics of interest for beginners, including why NOT to trade futures.

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Curve Advisor View

Find selected delayed excerpts from the CA Newsletter and CA Forums.  Additional new content will be added in the coming weeks.

Go to the CA View

CA Positions

See some of our favorite trades from past quarters.  I may start posting an occasional CURRENT trade in the near future.

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CA on the Chicago Merc

Check out our educational multi-part series on curvature trading applications on the Chicago Mercantile Exchange web site.

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Interest Rate Forum

The CA Forum discusses various topics related to trading short term interest rate futures. If there is something you want to discuss or ask, this is the place to get answers.

Go to the Forum

Value on the Curve

See a list of where I see value on the Eurodollar curve, with a 1+ week delay.
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