VanillaCall
  • Member for 4 years, 5 months
  • Last seen more than 1 year ago
2 answers
3 votes
7k views
4 bookmarks
How to calculate FX hedged bond yield?
2 answers
5 votes
5k views
8 bookmarks
How to adjust butterfly 2s5s10s swaps trade for directionality?
1 answers
3 votes
4k views
6 bookmarks
Carry and roll (upfront vs running)
2 answers
2 votes
3k views
Different ways to express a 2s10s steepener?
1 answers
3 votes
3k views
6 bookmarks
Question on pure carry for two bonds
1 answers
0 votes
2k views
Are currency hedging costs a function of interest rate differentials?
2 answers
1 votes
2k views
How is 1y5y - 1y2y Treasury steepener trade executed?
0 answers
0 votes
1k views
FX implied yield logic
1 answers
2 votes
1k views
2 bookmarks
Roll down Treasury curve (Coupon effects)
4 answers
6 votes
1k views
2 bookmarks
Term premium 10 year yields
3 answers
1 votes
972 views
Treasury spline curve, practical question
4 answers
2 votes
719 views
4 bookmarks
Treasury futures basis & calendar spd [multiple questions]
1 answers
1 votes
687 views
Treasury Futures Basis Trade - Funding enhancement
2 answers
1 votes
602 views
How to calculate implied repo of a hypothetical bond that has not been issued?
1 answers
0 votes
554 views
Treasury Futures Wild Card Option equation
2 answers
4 votes
411 views
1 bookmarks
How do bond traders get all the different moving parts?
2 answers
1 votes
389 views
What does Buying 5 year and hedging with 2 year and 10 year mean?
1 answers
1 votes
347 views
2 bookmarks
Quarter-end repo spike (Why not lock in longer repo)
1 answers
2 votes
329 views
2 bookmarks
Funding Treasury net basis trades and balance sheet
1 answers
0 votes
250 views
Anyone have good literature on buying bullet vs barbell returns?
2 answers
0 votes
238 views
Treasury zero coupon curve for discounting two bonds but OAS different on Bloomberg
1 answers
0 votes
193 views
Treasury auction trading strategy (tails vs stop throughs)
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
0 answers
1 votes
132 views
How to calculate the fair value of a futures roll and what are the practical uses?
1 answers
-1 votes
124 views
Is the forward curve always used as benchmark for evaluating trade ideas?
1 answers
0 votes
118 views
If March contract and June contract has the same CTD, how is it a repo trade?
1 answers
1 votes
114 views
Calendar roll terminology (buy vs sell)
0 answers
0 votes
105 views
Any books on rates vol? Recommendations
1 answers
1 votes
97 views
Negative 2y swap spreads