F Fund where will it go ?

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tsptalk said:
Did anyone ever come up with a better symbol or ETF for the F fund? The AGG seems to have crossed over to being completely useless.
Click to expand...


I found two indexs that seem to mirror the F fund prices.

WFBIX is Barclays Global Investors Bond Index Fund and this mirrors the closing price of the F fund.

$CPMKTB is Capital Markets Bond Index which mirrors the intraday activities reasonably well for the F fund. There appears to be a penny difference from the F fund closing price to the index level on days when the trend reverses. Haven't figured this out yet.

G.L.
 
The Federal Open Market Committee ended its two-day meeting Wednesday deciding to leave the nation’s interest rate unchanged at the range of 0% to 0.25%, saying the economy remains "weakened" and did not expect any economic recovery to occur until later this year.

>>> However, the bank announced in its statement that it would consider purchase more assets or buying longer-dated securities - possibly the 10-year bond - outright if circumstances warranted.

The Committee also is prepared to purchase longer-term Treasury securities if evolving circumstances indicate that such transactions would be particularly effective in improving conditions in private credit markets,” the Federal Reserve said.

Purchasing securities outright, most notably the longer-dated Treasuries such as the 10-year note and the 30-year bond, could lower borrowing costs and therefore making mortgages and other credit cheaper, said John Lonski, an economist with Moody’s.

By lowering the yield on a 10-year bond, other investments tied to long-dated Treasuries like mortgages could fall more as well, giving more people incentive to enter the housing market and therefore restart this flagging economy.
http://www.foxbusiness.com/story/markets/economy/fomc-leaves-key-rate-unchanged-1942005737/#
​
 
malyla said:
I found two indexs that seem to mirror the F fund prices.

WFBIX is Barclays Global Investors Bond Index Fund and this mirrors the closing price of the F fund.

$CPMKTB is Capital Markets Bond Index which mirrors the intraday activities reasonably well for the F fund. There appears to be a penny difference from the F fund closing price to the index level on days when the trend reverses. Haven't figured this out yet.

G.L.
Click to expand...

Originally Posted by 350zCommTech
using stockcharts.com: You have to divide the number by 10 first.

TNX=-.58, use -.058
TYX=-.52, use -.052

Yahoo charts: Don't have to do anything with the numbers. Just remember the 3:00pm est. cutoff time.

TNX=-.058
TYX=-.052

-(-.058 + -.052)*.25 = .0275 cents or 3 cents. I am very new at this. Still trying to figure it all out. I am assuming the values you plug in for TNX and TYX are the changes in the yields.

Example from 1/25

TYX = -0.59 or -0.059 corrected
TNX = -0.39 or -0.039 corrected

- (-0.059 + -0.039)*0.25

0.098*0.25 = 0.0245 or 2 cent gain

Is that correct? yes i haven"t use it in awhile, i set up a marco with yahoo and just refresh it during the day. (This is from an old post from 350zCommTech--1/25/2008 post 421 and 425)
 
malyla said:
I found two indexs that seem to mirror the F fund prices.

WFBIX is Barclays Global Investors Bond Index Fund and this mirrors the closing price of the F fund.

$CPMKTB is Capital Markets Bond Index which mirrors the intraday activities reasonably well for the F fund. There appears to be a penny difference from the F fund closing price to the index level on days when the trend reverses. Haven't figured this out yet.

G.L.
Click to expand...
I missed this post malyla. Thanks for the info. That WFBIX would be perfect if it had intraday quotes. The ^CPMKTB also seems to have intraday problems, or at least Yahoo quotes are not posted intraday. Oh, well. Thanks anyway.
 
tsptalk said:
I missed this post malyla. Thanks for the info. That WFBIX would be perfect if it had intraday quotes. The ^CPMKTB also seems to have intraday problems, or at least Yahoo quotes are not posted intraday. Oh, well. Thanks anyway.
Click to expand...

Yah, I saw that yahoo isn't working. I usually bring up SharpCharts and refreash periodically. The ^CPMKTB follows the intraday pretty well but the transistion from increasing to decreasing trend is still delayed by one day. I will look at coming up with a simular calculation like that in Pogo's repost of 350zCommTech's info. I think I found that TNX doesn't have intraday quotes (correct me if I'm wrong).

The F fund mystery will be solved:D
 
malyla said:
I will look at coming up with a simular calculation like that in Pogo's repost of 350zCommTech's info. I think I found that TNX doesn't have intraday quotes (correct me if I'm wrong).

The F fund mystery will be solved:D
Click to expand...


You have to use Yahoo. Ticker is ^tnx for 10yr and ^tyx for 30yr I think.

That F fund calculation method used to work +95% of the time. Once the IFT limits started, it became less accurate, but still better than AGG. I still use it.
 
350zCommTech said:
You have to use Yahoo. Ticker is ^tnx for 10yr and ^tyx for 30yr I think.

That F fund calculation method used to work +95% of the time. Once the IFT limits started, it became less accurate, but still better than AGG. I still use it.
Click to expand...
That does seem to be the most accurate, but I'm personally looking for something we can use for our little intraday charts. Unfortunately, we may not be successful finding one.
 
It would be convenient to have a ticker down under those little intra-day charts, like the one you have streaming at the top of the home page. Sometimes, I forget that the ticker is on the main page. Maybe that means I spend too much time on this message board?:D

Or, maybe insert a few of the indexes results like you can pull up on yahoo. I've got a gizmo setup on my yahoo homepage named "my portfolio" set up to show the Dow, S&P, TNX, TYX, etc...

View attachment 5557

P.S. WMT is included on the list above because my belief is that if or when wally-world crashes, we're all screwed! :nuts:
http://www.reuters.com/article/marketsNews/idINN2929324420090129?rpc=44
 
Last edited:
With CSI in such a dismal disarray, I'd like to see a buying opportunity in the F-Fund. I see some strong support for AGG at the 97-98 level. If we can drop down to these levels and they hold, then I may be a buyer.

Only problem is, if stocks continue to decline as rapidly as they have been, then the flight to quality may not give me a buying opportunity at the 97-98 level.

AGG3Month.jpg


Looking at the daily chart, the rising trend line has been broken, and we have broken down through the middle bollinger band. I've circled some resistance & support lines in the 97 area.

AGGPF.jpg


Looking at the P&F Chart set up for a 2 box reversal, we can see the Bullish Price Objective has already been met, and we have Double Top Breakout. We appear to be sitting just above support at 100, but I'm wanting to fall down to the 97-98 level so I can be a buyer at cheaper prices.

AGGWeekly.jpg

Looking at the weekly chart, it's nice to see the HUGE divergence in the upper and lower bollinger bands starting in October, when compared to the rest of this chart. We can also see the stochastic is headed back down. I wanted to point out what happens every time you buy at the bottom bollinger band.

Cheers...JTH :)
 
In overseas trading, stock markets across the Asia-Pacific region turned in strong performances on Friday, benefiting from optimism about global economic stimulus measures. Japan's benchmark Nikkei 225 index closed up 1.6 percent.

The major European markets are also showing notable strength. The U.K.'s FTSE 100 Index and the French CAC 40 Index are both up 2.1 percent, while the German DAX Index is posting a 2.7 percent gain.

In the bond market, treasuries are seeing notable weakness in morning trading after ending the previous session modestly higher. Subsequently, the yield on the benchmark ten-year note is currently up 6 basis points at 2.96 percent.

http://www.rttnews.com/ArticleView.aspx?Id=847356&pageNum=2774_5152_2
2/6/2009 10:36 AM ET (RTTNews)

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