I was going through a report by morgan stanley. I read the following trades Trade Recommendations ï· Pay GBP 5y â target 2.6%; ï· Pay GBP...
Thanks for the reply .. I have calculated for the two yr T-notes futures . The CTD bond yield is at around 50 bps And the yield is...
Hi, I was trying to calculate the yield of the CTD bond from futures price. I multiplied futures price by conversion factor of the CTD bond....
I am looking for a true hedged trade
Hi, I understood the basics of TED and can trade with cash bonds. But i am facing problems while trading it with futures. The 2yr t note futures...
Hi, I am 1 yr old into STIRs trading. I have few problems to discuss on this forum. 1) I am trading TED spread by gauging the difference of...
Separate names with a comma.