Recent Content by thisisbabak

  1. 75 bp cut

    Feb Fed Funds futures trading at 96.43! That roughly implies the market expects a 72% chance of a 75 bp cut. WoW! Anyone else short and getting...
    Post by: thisisbabak, Jan 18, 2008 in forum: Economics

  2. New futures exchange

    Good point, I think the CME slashed fees in 2004 to fend off the Eurex threat - but then subsequently increased them once the threat was gone....
    Post by: thisisbabak, Dec 27, 2007 in forum: Financial Futures

  3. New futures exchange

    Anybody heard about the new futures exchange hoping to challenge the CME's monopoly on UST-futures? Apparently the likes of Citadel, Getco and...
    Thread by: thisisbabak, Dec 27, 2007, 3 replies, in forum: Financial Futures

  4. EuroLibor vs. Eurolibor2 ?

    The other one might be EURIBOR (www.euribor.org) which is almost the same as the BBA's EUR LIBOR. From my understanding, EURIBOR is much more...
    Post by: thisisbabak, Dec 13, 2007 in forum: Financial Futures

  5. how do I convert t-bond yields into a price

    If you don't have access to a Bloomberg or Reuters terminal then I'd suggest looking at page 1204 of Fabozzi's "The Handbook of Fixed Income...
    Post by: thisisbabak, Dec 6, 2007 in forum: Financial Futures

  6. Canada Mortgage Bonds

    Can anybody explain why Canada Mortgage Bonds (CMBs) are trading almost 40 bps back of Canadas? If I understand correctly, CMBs are direct...
    Thread by: thisisbabak, Nov 21, 2007, 0 replies, in forum: Trading

  7. Trade US Dollar Index on IB?

    There's a USD index contract at GLOBEX (IB: USS) but I don't think it trades.
    Post by: thisisbabak, Nov 11, 2007 in forum: Financial Futures

  8. Optimal "flight to quality" trade?

    Money market funds invest in a variety of short-term debt products such as bankers' acceptances, commercial paper, eurodollar deposits, t-bills,...
    Post by: thisisbabak, Nov 4, 2007 in forum: Financial Futures

  9. Optimal "flight to quality" trade?

    Short of trading basis swaps, swap spreads, or other derivatives through a dealer the term TED spread that you described is probably the best way...
    Post by: thisisbabak, Oct 31, 2007 in forum: Financial Futures

  10. TUT Spread

    You would have to take positions in both contracts to trade the spread. Check this out:...
    Post by: thisisbabak, Oct 30, 2007 in forum: Financial Futures

  11. difference between fed fund rate and Libor

    When LIBOR futures prices rise, LIBOR forward rates fall. You’re correct that market expectation of rate cuts can cause this, but expectations...
    Post by: thisisbabak, Oct 27, 2007 in forum: Financial Futures

  12. difference between fed fund rate and Libor

    The Fed Funds rate is the interest rate that depository institutions lend balances (held at the Federal Reserve) to each other overnight. LIBOR...
    Post by: thisisbabak, Oct 26, 2007 in forum: Financial Futures

  13. T-Bonds

    I remember having the same questions as you not too long ago. If you want a true and meaningful answer then you have to invest the time and learn...
    Post by: thisisbabak, Oct 24, 2007 in forum: Financial Futures