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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.
Tim W's user avatar
  • 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://...
KevinT's user avatar
  • 645

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