1
vote
How does the recent increase in shorting of US Treasury futures explain the spike in yield for US Treasury?
The guys shorting the futures are expressing a view on the basis between the future and its CTD deliverable, they're not trying to predict rates let alone influence them.
- 33
1
vote
Computing Daily OIS overnight trade coupon payments in excel
I don't know of any Excel templates but the formulas are very easy to code up yourself.
There are the following sources (and I'm sure if you google-search more deeply, you'll even find more):
https://...
- 645
Only top scored, non community-wiki answers of a minimum length are eligible