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This
report translates capturing the move higher in short term U.S.
interest rates into net profit or loss.
Since
tapering
was announced
December 9, 2013, rate 0.1400%,
contract value $583,
contract price 99.8600.
January 13,
2014, rate 02000%,
contract value $833,
contract price 99.8000 or +43%.
Click
here for the latest news on Tapering
(Fed reduction of asset purchases)
Click
here for
interest rate commentaries.
Below
is the January
2015 delivery, rate, price, contract valuation chart.
To enlarge any chart click on it. Click
here for a current chart
Trading
the Fed funds rate higher requires establishing a net short position
Click
here for information on what the Fed funds rate is and how
it is set
Click
here for information on the C.M.E. Fed funds futures contract
Click
here for C.M.E. Fed funds futures quotes
Click
here for a Fed Funds interactive risk/reward
spreadsheet
To determine the rate the contract price represents take 100.00
¨C the contract price the price = the rate
For example 100.00 -99.90 = 0.10 or a rate of 0.10%,
Each 0.01 change = $41.67
Who determines rates in the U.S.
and who influences their decision
Click
here for the names of the 7 individuals that determine U.S
interest rates.
Click
here for the 12 regional Federal Reserve Banks and their
presidents.
Click
here for the F.O.M.C. meeting and post meeting press conference
schedule
Fed
Funds 1991-2014 rate, price, contract valuation chart
To
enlarge any chart click on it.
Click
here for a current chart
90
Day Deposit Rates, December 9, 2013 = 0.3450%,
January 2, 2014 = 0.4300%
or +20%
To
enlarge any chart click on it, Click
here for a current chart.
Trading
90 Day Deposit Rates higher requires establishing a net short
position
Click
here for information on the C.M.E. 90 day deposit futures
contract.
Click
here for C.M.E. futures quotes
Click
here for a 90 Day
Deposit Rate interactive risk/reward spreadsheet
To determine the rate the contract price represents take 100.00 ¡§C
the price = the rate
For example 100.00 -99.55 = 0.45 or a rate of 0.45%,
Each 0.01 change = $25.00
90 Day Rate 1991-2014 rate, price,
contract valuation chart
To enlarge any chart click on it,
Click
here for a current chart.
2 Year Treasury rates, December 3,
2013 = 0.19%,
January 1, 2014 = 0.2600%
or +36%
To
enlarge any chart click on it , Click
here for a current chart.
Trading
the 2 Year Treasury Rate higher requires establishing a net short
position
Click
here for information on the C.M.E. 2 Year Treasury Note futures
contract
Click
here for futures quotes
Click
here for a 2
Year Treasury Note interactive risk/reward spreadsheet
Click
here for a calculator to convert price into rate
2
Year Treasury Rate 1991-2014 rate, price, contract valuation chart
To enlarge any chart click on it, Click
here for a current chart
Account minimums; mini program $12,500, full $50,000 to $1,000,000
depending on durations and strategies traded.
Other featured reports
1) What
I believe is a better way to trade precious metals
2) Capturing
international interest rate differentials
3) Online
reviews
Compliance
and regulatory links
1.
My
Career History
2.
Chicago
Mercantile Exchange
3.
Markets
and sectors traded
4.
Clearing
and Exchange Members
5.
How
funds are guaranteed plus or minus trading activity
6.
U.S.
brokerage services
7.
Atlas rankings
8.
Catranis
2005-2013 Trading Advisory Regulatory and compliance record
9.
Catranis
1987-2013 Brokerage compliance and regulatory record
10.
Tanner
1993-2013 compliance and regulatory record
11.
To
open an account online (for broker please enter Catranis 624)
Regards,
Peter G. Catranis
Derivatives
Trading Advisor
Primary Assets Management
Direct
949-302-9652
Skype Peter.Catranis
Cane Garden Bay, Tortola
British Virgin Islands
PB 3252, VG1110
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RISK
DISCLOSURE STATEMENT
PAST
RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. EXAMPLES
OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT
TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE
LIKELY TO OCCUR.
HYPOTHETICAL
PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH
ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY
ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO
THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN
HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY
ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS
OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY
PREPARED WITH THE BENEFIT OF HINDSIGHT.
IN
ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND
NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT
OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO
WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN
SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY
AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS
RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY
SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE
PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH
CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
BID/ASK
SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY
FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF
YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY
INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH
TRADING.
THE
INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET
COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN
ACCOUNT BY PRIMARY ASSETS MANAGEMENT OR ONE OF ITS REPRESENTATIVES
OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF PRIMARY
ASSETS MANAGEMENT MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN
ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN
REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING
INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING
MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS
POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN
THIS REPORT.
PAST
PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE
RISK OF LOSS IN TRADING FUTURES CONTRACTS OR COMMODITY OPTIONS CAN
BE SUBSTANTIAL, AND THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS
INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME
RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND
FOR THEIR RESULTS.
YOU
SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU
IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES. YOU SHOULD
READ THE "RISK DISCLOSURE" WEBPAGE ACCESSED AT THE TOP OF
THE HOMEPAGE. PRIMARY ASSETS MANAGEMENT IS NOT AFFILIATED WITH NOR
DOES IT ENDORSE ANY TRADING SYSTEM, NEWSLETTER OR OTHER SIMILAR
SERVICE.
PRIMARY
ASSETS MANAGEMENT DOES NOT GUARANTEE OR VERIFY ANY PERFORMANCE
CLAIMS MADE BY SUCH SYSTEMS OR SERVICES. THIS MATERIAL IS CONVEYED
AS A SOLICITATION FOR ENTERING INTO A FUTURES AND OPTIONS
TRANSACTION
Please
do not reply to this email address because this email address are
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