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VanillaCall
  • Member for 4 years, 11 months
  • Last seen more than 2 years ago
6 votes
4 answers
1k views

Term premium 10 year yields

5 votes
2 answers
5k views

How to adjust butterfly 2s5s10s swaps trade for directionality?

4 votes
2 answers
425 views

How do bond traders get all the different moving parts?

3 votes
1 answer
4k views

Carry and roll (upfront vs running)

3 votes
1 answer
3k views

Question on pure carry for two bonds

3 votes
2 answers
8k views

How to calculate FX hedged bond yield?

2 votes
4 answers
808 views

Treasury futures basis & calendar spd [multiple questions]

2 votes
1 answer
1k views

Roll down Treasury curve (Coupon effects)

2 votes
1 answer
57 views

Reduction in banks excess reserves link to liquidity and funding

2 votes
1 answer
350 views

Funding Treasury net basis trades and balance sheet

2 votes
2 answers
4k views

Different ways to express a 2s10s steepener?

2 votes
0 answers
73 views

Fed repo operations - Balance sheet constraints

1 vote
0 answers
62 views

LIBOR OIS equation - Discount factor

1 vote
1 answer
81 views

Futures vs Forward (Last Delivery or Last Trading Day)

1 vote
1 answer
712 views

Treasury Futures Basis Trade - Funding enhancement

1 vote
1 answer
106 views

Negative 2y swap spreads

1 vote
1 answer
122 views

Calendar roll terminology (buy vs sell)

1 vote
2 answers
80 views

Possible first rate cut by Fed - spot vs forwards

1 vote
3 answers
1k views

Treasury spline curve, practical question

1 vote
1 answer
197 views

Repo advantage relative value (Treasury) [duplicate]

1 vote
2 answers
651 views

How to calculate implied repo of a hypothetical bond that has not been issued?

1 vote
0 answers
150 views

How to calculate the fair value of a futures roll and what are the practical uses?

1 vote
1 answer
357 views

Quarter-end repo spike (Why not lock in longer repo)

1 vote
2 answers
398 views

What does Buying 5 year and hedging with 2 year and 10 year mean?

1 vote
2 answers
2k views

How is 1y5y - 1y2y Treasury steepener trade executed?

0 votes
0 answers
75 views

Wider swap spreads, lower cost of funding?

0 votes
0 answers
77 views

When the Fed is in a hiking cycle or tightening cycle, the forwards are

0 votes
0 answers
141 views

Any books on rates vol? Recommendations

0 votes
0 answers
2k views

FX implied yield logic

0 votes
1 answer
123 views

If March contract and June contract has the same CTD, how is it a repo trade?