VanillaCall
  • Member for 4 years, 5 months
  • Last seen more than 1 year ago
0 answers
1 votes
55 views
LIBOR OIS equation - Discount factor
2 answers
0 votes
238 views
Treasury zero coupon curve for discounting two bonds but OAS different on Bloomberg
0 answers
2 votes
69 views
Fed repo operations - Balance sheet constraints
1 answers
1 votes
75 views
1 bookmarks
Futures vs Forward (Last Delivery or Last Trading Day)
1 answers
0 votes
193 views
Treasury auction trading strategy (tails vs stop throughs)
1 answers
1 votes
97 views
Negative 2y swap spreads
1 answers
1 votes
687 views
Treasury Futures Basis Trade - Funding enhancement
1 answers
0 votes
554 views
Treasury Futures Wild Card Option equation
2 answers
1 votes
76 views
1 bookmarks
Possible first rate cut by Fed - spot vs forwards
1 answers
1 votes
114 views
Calendar roll terminology (buy vs sell)
1 answers
2 votes
329 views
2 bookmarks
Funding Treasury net basis trades and balance sheet
1 answers
1 votes
347 views
2 bookmarks
Quarter-end repo spike (Why not lock in longer repo)
0 answers
1 votes
132 views
How to calculate the fair value of a futures roll and what are the practical uses?
2 answers
1 votes
602 views
How to calculate implied repo of a hypothetical bond that has not been issued?
1 answers
1 votes
189 views
2 bookmarks
Repo advantage relative value (Treasury)
0 answers
0 votes
140 views
Adjusting for term structure of repo rates to get apples to apples picture
2 answers
5 votes
5k views
8 bookmarks
How to adjust butterfly 2s5s10s swaps trade for directionality?
3 answers
1 votes
972 views
Treasury spline curve, practical question
1 answers
2 votes
54 views
Reduction in banks excess reserves link to liquidity and funding
0 answers
0 votes
69 views
Wider swap spreads, lower cost of funding?
2 answers
1 votes
2k views
How is 1y5y - 1y2y Treasury steepener trade executed?
0 answers
0 votes
72 views
When the Fed is in a hiking cycle or tightening cycle, the forwards are
4 answers
6 votes
1k views
2 bookmarks
Term premium 10 year yields
2 answers
2 votes
3k views
Different ways to express a 2s10s steepener?
1 answers
0 votes
2k views
Are currency hedging costs a function of interest rate differentials?
1 answers
0 votes
118 views
If March contract and June contract has the same CTD, how is it a repo trade?
0 answers
0 votes
1k views
FX implied yield logic
0 answers
0 votes
105 views
Any books on rates vol? Recommendations
1 answers
-1 votes
124 views
Is the forward curve always used as benchmark for evaluating trade ideas?
4 answers
2 votes
719 views
4 bookmarks
Treasury futures basis & calendar spd [multiple questions]