Direction of F Fund ?

nnuut said:
How about that"F" fund, ouhweeeee!
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0.1328 (0.14%) @ 10:40AM

It will be interesting to see what this translates to with share price. The pattern seems to be that TSP "mitigates" either gain or loss, i.e. the share price usually does not move as far as the AGG index, either up or down. If the pattern holds, for example, a gain of 0.14% in AGG would result in less than 0.1% gain in share price.

This effect has been pointed out many times on this board. As far as I know, no one has put forward a plausible explanation.
 
Pilgrim said:
It will be interesting to see what this translates to with share price. The pattern seems to be that TSP "mitigates" either gain or loss, i.e. the share price usually does not move as far as the AGG index, either up or down. If the pattern holds, for example, a gain of 0.14% in AGG would result in less than 0.1% gain in share price.

This effect has been pointed out many times on this board. As far as I know, no one has put forward a plausible explanation.
True to form. AGG up 0.28% and F fund up 0.19%. WHY!!

Bonds down this morning, F fund may give up most or all of yesterdays gains. We'll see if the same behavior shows up on the downside.
 
Pilgrim said:
AGG was up 0.35% today. If I understand what TSP is doing, they will pay three cents, or 0.28%. We'll see.

Nope, still don't have it. AGG up 0.3501% which should give an F fund price of 10.57689. I expected it to be rounded down to 10.57, but they took away another penny. I don't have a clue.
 
Man, the F Fund ain't stopping. It should be up another penny or two today.

Lehman's up +.11% today.
 
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