F Fund

[jayhawker]

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

I happen to be looking at this right now. I have to update TSPLookup anyway because the I Fund composition has changed.

What would say would be a good calculation? Should I average the 10 year and 30 year yields and then divide by -2?

Ed.

 

[350zCommTech]

I happen to be looking at this right now. I have to update TSPLookup anyway because the I Fund composition has changed.

What would say would be a good calculation? Should I average the 10 year and 30 year yields and then divide by -2?

Ed.

Yup, that's it.

Yahoo symbols are ^TNX and ^TYX. You want the change in yields, not percentages.

Example: -(-.030+-.050)*0.25 = .02 cents

 

[jayhawker]

Yup, that's it.

Yahoo symbols are ^TNX and ^TYX. You want the change in yields, not percentages.

Example: -(-.030+-.050)*0.25 = .02 cents

Thanks for your help.

 

[350zCommTech]

A penny gain so far today.

 

[350zCommTech]

A penny gain so far today.

Getting close to 2 cents.

 

[clester]

What did we get today. 3 or 4 cents?

 

[350zCommTech]

What did we get today. 3 or 4 cents?

2 cents.

 

[350zCommTech]

2 cents.

We got robbed! I calculated 1.7 cents. I guess they rounded down.

 

[budnipper1]

We got robbed! I calculated 1.7 cents. I guess they rounded down.

That's why they call it the F fund. :nuts:

 

[nnuut]

From what I've seen it tends to even up. on occasion we have been in the minus category and make a penny. Doesn't work like the "I" fund, but may count for tomorrow.

 

[350zCommTech]

As of right now, maybe a penny.

 

[350zCommTech]

As of right now, maybe a penny.

Now showing 2 cents. Go F fund go....

 

[350zCommTech]

So far, down a penny.

 

[350zCommTech]

Currently down 2 cents.

 

[wv-girl]

Any estimates for the F?
tia

 

[jayhawker]

Any estimates for the F?
tia

Down a penny.

 

[350zCommTech]

Any estimates for the F?
tia

So far, down 1 penny.

 

[draggen3]

I loved this f fund play with all the talk about interest rate cut . but now im on the side that the fed wont cut interest rates , just discount rate thus keeping a lid on inflation.When everyone expects something make me afraid of this . Without interest rates going down then this wont be the place to be . Good luck

 

[tsptalk]

Good point draggen. There are some very bright people on both sides of this argument so I don't know if a rate cut is a slam dunk. If they do cut, the dollar will get hit so we may want to look toward the I-fund. The F-fund may be a "sell the news" after a cut, and of course will likely be hit if there is no cut.

 

[350zCommTech]

I loved this f fund play with all the talk about interest rate cut . but now im on the side that the fed wont cut interest rates , just discount rate thus keeping a lid on inflation.When everyone expects something make me afraid of this . Without interest rates going down then this wont be the place to be . Good luck

Not exactly, because the Fed doesn't control interest rates. It all depends on how the rate cut is perceived. If the cut is perceived as a rescue or bailout of Wall street, traders leave bonds and move back into stocks causing yields to rise, just like what happened on Aug. 17th when they cut the discount rate. On the other hand, if the cut is perceived as a move by the Fed to avert a recession, market tanks and yields fall making the F fund a good place to be.

But I do agree with you that a rate cut on the 18th is looking less likely. Friday's job's number might shed some light on that. If they don't cut, the markets will crash.