F Fund

[tsptalk]

Nice! That makes more sense than a red AGG. Thanks for sharing.

 

[350zCommTech]

Nice! That makes more sense than a red AGG. Thanks for sharing.

You're welcome,

Now, can I have a laser pen or a T-shirt?

 

[350zCommTech]

Looks like 5 pennies in the F fund.

 

[tsptalk]

You're welcome,

Now, can I have a laser pen or a T-shirt?

I'm sure you will be getting a T-shirt. How about some positive rep for now?

 

[350zCommTech]

I'm sure you will be getting a T-shirt. How about some positive rep for now?

Great! Thank you.

 

[350zCommTech]

We got robbed.

4 cent gain today. I guess it was 4.45 cents.

 

[350zCommTech]

So far today, it's a 2 cent gain.

 

[RPM]

Let me get this straight, right now 10 yrs is down 0.0440 (0.95%), i.e. 4.4 basis point. How would you do the calculation? Your example confused me, since I never saw the yield going down by 100 basis point before, if that's what you meant by 0.82 = 82 basis points.

Thanks,

 

[350zCommTech]

Let me get this straight, right now 10 yrs is down 0.0440 (0.95%), i.e. 4.4 basis point. How would you do the calculation? Your example confused me, since I never saw the yield going down by 100 basis point before, if that's what you meant by 0.82 = 82 basis points.

Thanks,

You're off by a decimal point. It's .44 not .0440

.44/2 = .22 or +2 cents.

On last Thursday, the 10yr dropped as much as 1.06(106 basis points). It ended at .82. 1.06 would have given the F fund a 5 cent gain, assuming the 20yr and 30yr had similiar drops.

 

[RPM]

Here is the quote for ^TNX, http://finance.yahoo.com/q?s=^TNX
how do you get the 0.44? (44 basis points?)
Thanks,

 

[350zCommTech]

Here is the quote for ^TNX, http://finance.yahoo.com/q?s=^TNX
how do you get the 0.44? (44 basis points?)
Thanks,

LOL! No, it's not 44 basis points. You're right. I use stockcharts.com $TNX. The change is qouted at .44 but it's actually .044 as you pointed out. I've been ignoring it all along. I guess if my example had used the correct basis point, it would have more sense. Sorry.

 

[budnipper1]

August 22 2007: 10:30 AM EDT
NEW YORK (CNNMoney.com)
Yield on closely-watched three-month T-bill moves higher, suggesting investor nervousness is subsiding.

The yield on three-month Treasury bills, which have been the focus of the market this week, edged up to 3.62 percent from 3.58 percent late Tuesday, suggesting investors were no longer looking to the shorter-dated securities for safety. On Monday the yield on three-month bills posted the biggest drop since the stock market crash of 1987 as investors swooped in to buy up the securities. Bond prices and yields move in opposite directions.
http://money.cnn.com/2007/08/22/markets/bondcenter/bonds/index.htm?postversion=2007082210

 

[350zCommTech]

Despite the stronger than expected new home sales and durable orders, the F fund is FLAT right now.

 

[GUCHI]

i am confused the F chart declined all day , but later showed a .02 cent increase, how so ?????

 

[Show-me]

It is like the I fund and efa chart. It tracks the F fund but does not mimic it exactly.

 

[budnipper1]

i am confused the F chart declined all day , but later showed a .02 cent increase, how so ?????

You're going to laugh at this because it's a very simple process, but it works. All I do is look at bond yields such as $TNX or the bond yields page at cnnmoney.com. I take the yield changes of the 10yr and/or 30yr and divide by 2.

For example, right now, the yield change for $TNX is -.82. .82/2 = .4 or 4 a 4 cents gain. But the change in the 30yr is only -.48. .48/2 = .2 or a 2 cents gain. If the yields are +, then it's a loss.

So, my guess right now is a gain of 3-4 cents for the F fund.

(I'm hoping somebody will come up with a chart that shows an actual "real-time" indicator for the F. The AGG chart ain't that)

 

[tsptalk]

It's [AGG] getting worse.

 

[350zCommTech]

i am confused the F chart declined all day , but later showed a .02 cent increase, how so ?????

See next post.

 

[350zCommTech]

Despite the stronger than expected new home sales and durable orders, the F fund is FLAT right now.

It's [AGG] getting worse.

Bond yields dropped in the afternoon yesterday to give the F fund a 2 cent gain.

 

[350zCommTech]

(I'm hoping somebody will come up with a chart that shows an actual "real-time" indicator for the F. The AGG chart ain't that)

Perhaps ChemEng or Jayhawker can incorporate my F fund formula into their I fund spread sheet?