Thread: F Fund where will it go ?

Does anyone know the thread with the formula to estimate F? TIA

Originally Posted by RPM

Does anyone know the thread with the formula to estimate F? TIA

Based upon the close at 4:00 pm the F Fund should be $12.21 + 8 cents

Based upon the close at 3:00 pm the F Fund should be $12.19 + 6 cents

It will depend on if the Bond Market did not close at 3:00 pm but if it did the 2 cents would carry over. These are my estimates using the closest numbers with the agg vs. the TSP F Fund

http://finance.yahoo.com/echarts?s=A...urce=undefined

Originally Posted by Braveheart

Based upon the close at 4:00 pm the F Fund should be $12.21 + 8 cents

Based upon the close at 3:00 pm the F Fund should be $12.19 + 6 cents

It will depend on if the Bond Market did not close at 3:00 pm but if it did the 2 cents would carry over. These are my estimates using the closest numbers with the agg vs. the TSP F Fund

http://finance.yahoo.com/echarts?s=A...urce=undefined

Well they used the 3:00 PM Close and it was $12.18 + 5 cents that is a good day. We should start tomorrow in a good spot.

I believe that with our new trading restrictions, the F fund will suffer. I mean why even bother with it if it's going to cost you one ITF? Does anyone agree with this and if so, do you think the TSP folks would do something about it?

BARCLAYS IS PUSHING YIELDS UP ON 10 YEAR NOTE ----- That is why the F Fund is all over the place. What a friggin conflict of interest they know how much we have in the F Fund and all the L Funds, WTF that is gambling against us and inside trading at it's best.


http://www.bloomberg.com/apps/news?p...d=aNCksVzJxRZA

Dealers Pare Treasuries, Signaling Fed Turning Point (Update1)

By Daniel Kruger
May 5 (Bloomberg) -- One word popped into Charles Comiskey's head as he watched investors seeking a haven from credit-market losses pile into Treasuries in March: ``Ridiculous.''
The buying spree pushed yields to a five-year low even though rising commodity prices and a depreciating dollar were beginning to spark inflation. The co-head of Treasury trading at HSBC Securities USA Inc. has so far been proven right. U.S. government debt has lost 2.8 percent since March 17, including reinvested interest, according to New York-based Merrill Lynch & Co. indexes.
``Rates got ridiculous,'' said Comiskey, who is based in New York and started trading in 1989.
The U.S. units of London-based HSBC Holdings Plc, Barclays Plc of London, Deutsche Bank AG in Frankfurt and the other 17 primary dealers that trade with the Federal Reserve have compiled a $101.4 billion bet against Treasuries, data compiled by the central bank show. That's the most since the week ended Nov. 14, just before yields on 10-year notes climbed half a percentage point over the following month.
Dealers have used any demand ``as an opportunity to move Treasuries off their balance sheets,'' Comiskey said.
The $101.4 billion represents the amount of Treasuries that dealers are using to hedge other positions and is up from $58.3 billion in the week ended March 12, Fed data show. The more they use to hedge, the bigger the wager against Treasuries.

Originally Posted by Braveheart

BARCLAYS IS PUSHING YIELDS UP ON 10 YEAR NOTE ----- That is why the F Fund is all over the place. What a friggin conflict of interest they know how much we have in the F Fund and all the L Funds, WTF that is gambling against us and inside trading at it's best.


http://www.bloomberg.com/apps/news?p...d=aNCksVzJxRZA

Dealers Pare Treasuries, Signaling Fed Turning Point (Update1)

By Daniel Kruger
May 5 (Bloomberg) -- One word popped into Charles Comiskey's head as he watched investors seeking a haven from credit-market losses pile into Treasuries in March: ``Ridiculous.''
The buying spree pushed yields to a five-year low even though rising commodity prices and a depreciating dollar were beginning to spark inflation. The co-head of Treasury trading at HSBC Securities USA Inc. has so far been proven right. U.S. government debt has lost 2.8 percent since March 17, including reinvested interest, according to New York-based Merrill Lynch & Co. indexes.
``Rates got ridiculous,'' said Comiskey, who is based in New York and started trading in 1989.
The U.S. units of London-based HSBC Holdings Plc, Barclays Plc of London, Deutsche Bank AG in Frankfurt and the other 17 primary dealers that trade with the Federal Reserve have compiled a $101.4 billion bet against Treasuries, data compiled by the central bank show. That's the most since the week ended Nov. 14, just before yields on 10-year notes climbed half a percentage point over the following month.
Dealers have used any demand ``as an opportunity to move Treasuries off their balance sheets,'' Comiskey said.
The $101.4 billion represents the amount of Treasuries that dealers are using to hedge other positions and is up from $58.3 billion in the week ended March 12, Fed data show. The more they use to hedge, the bigger the wager against Treasuries.

Barclays is betting huge against the 10 year note since April 2008 on Bloomberg. They are gambling big with junk bonds and pushing the yield up on the 10 year note.

Since they are connected with our money all the L Funds and the F Fund that is a direct conflict of interest. They know how many Billions are in the L Funds and the F Fund every day. I will update with a link but that news just broke 10 minutes ago.

BARCLAYS __________ I am out of the F Fund

The U.S. units of London-based HSBC Holdings Plc, Barclays Plc of London, Deutsche Bank AG in Frankfurt and the other 17 primary dealers that trade with the Fed have compiled a $101.4 billion bet against Treasuries, data compiled by the central bank show. That's the most since the week ended Nov. 14, just before yields on 10-year notes climbed half a percentage point over the following month.
The bet represents the amount of Treasuries that dealers are using to hedge other positions and is up from $58.3 billion in the week ended March 12, Fed data show. The more they use to hedge, the bigger the wager against Treasuries.

RE: F Fund - I did not move out yet and I guess I won't if Barclay's bet against this heavy as reported they are going to take a beating.

May 8 (Bloomberg) -- Treasuries rose as stocks in Europe and Asia fell and the cost of insuring against corporate bond defaults increased, fueling demand for the safety of government debt.
Ten-year notes led the gains as investors were attracted by yields at the highest levels this year after the Treasury Department yesterday sold $15 billion of notes, the most since 2004. Thirty-year bonds were little changed before the government sells $6 billion of the securities today as part of its quarterly refunding program.
``Yields should fall again and buying Treasuries may still be the right thing do,'' said Peter Meister, an economist and bond analyst at BHF Bank AG in Frankfurt. ``The burns from the financial-market crisis and the credit difficulties are very grave and it's too soon to declare victory over recession and the economic risks.''
The benchmark 10-year note yield declined 2 basis points to 3.86 percent as of 10:45 a.m. in London, according to bond broker BGCantor Market Data. The price of the 3 7/8 percent security due May 2018 rose 5/32, or $1.56 per $1,000 face amount, to 100 5/32. A basis point is 0.01 percentage point.
Ten-year yields will fall to 3.50 percent by the end of this quarter and rise back to 3.70 percent by year-end, Meister predicted.
The yield on the two-year note fell 2 basis points to 2.29 percent, the lowest level in a week.

F Fund should have been at least $12.22 or even $12.23

the AGG closed thursday @ 102.16 3:00 pm and closed at 4:00 pm @ 102.19

the AGG closed friday @ 102.27 3:00 pm and closed at 4:00 pm @ 102.23


Question how does the F Fund remain at $12.21 when it gained .11 on the 3:00 pm Bond close ---- Those of us in the F Fund were robbed of at least 1 cent possibly 2 cents per share. The facts are right in the AGG

http://finance.yahoo.com/echarts?s=A...l=AGG;range=1d

Up!

put my ITF where my mouth is - i.e., F fund, as of yesterday.

look for a couple percent bonus this month.

the place to be between now and 6/1.