SaxoTV
#SaxoStrats - Moving in on 10-year US Treasuries Sept15 future
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Michael Boye from Saxo Bank's fixed trading income desk is trading on what he calls an overestimation of the probability of a US Federal Reserve rate hike in September and/or October.
Michael says: "We think markets are overestimating the probability of a US Federal Reserve rate hike in September and/or October in light of soft economic data recently, but keep a tight stop loss due to current interest rate volatility. Note that we use the September future to avoid the June roll, but the June contract could be used for trading the same view. Both contracts are highly liquid."
Management and risk description
Target a move towards 2% yield and use a tight stop loss at a clear break of the March low to protect against current high market volatility.
Parameters
Entry: 126.10/126.11.
Stop: 125.
Target: 129.
Time horizon: strategic.