Market could be cheapening things ahead of next weekâs $33 billion in supply which may require dealers to hold some inventory. The Treasury...
I agree that it is impossible to say when the liquidity issues will surface. But if you look at a market like EM debt where leveraged funds...
It just seems like the ridiculously low vols in treasuries have been correlated with the perpetually tight spreads. The assumption is that if...
Am I missing something or has there been a significant impact on the treasury market from the demand for collateral to support structured credit...
Does anyone know why the market makers on the CME are not showing bid/offers on the Rand contract for the last few days? There was volume...
I wonder if the long-end under-performance is related to the dollar? Very interesting that the worst performing Asian stock market last week was...
Hey mcurto... Seems like some rather determined sellers on the long end today are really steeping the curve. You can clearly see it in deferred...
So tomorrow we get one of the most meaningless economic statistics (in terms of FOMC deliberations) - employment. Why? The BLS makes the case that...
It sounds like they have already started reducing their mortgage portfolio (thus not having to worry about convexity hedging). They said they will...
Is this story in todayâs Financial Times a sign of things to come? CME grapples with possible metals conflict The Chicago Mercantile...
[Note: This post is out of sequence] I think that the reason why open interest has exploded in the treasury complex is the outflows of money out...
It seemed like the rally (post-FOMC) was more short-covering than real money accounts extending durations. I am curious to know if implied vols...
Steve, Is it possible to see the true NBBO for a stock on IB without subscribing to ARCA?
It did not seem to get much follow through because most of the revision was due to financial services wages. All of the Wall St. bankers/traders...
Interesting article in Tues. WSJ credit column said the GSEs have recently been getting lots of requests from funds to sell callable debt as the...
If it was Vega, remember they also made headlines last year with some high profile trades that went bad. I think they saw a few billion dollars...
I am somewhat more bearish on the long end of the curve going forward. Look at the 20yr tip auction this week which had a 2.5% coupon. Thus, with...
Remember that credit spreads have not widened out very much. If the US were about to see a significant slow-down (but, according to Ben, not a...
hey mcurto... It looks like the sizes shown on the screen in 5yr treasuries (over the last few days) seems larger than normal. Is this because...
Hey mcurto⦠Are you seeing many traders putting on steepeners? I would think they are now somewhat reluctant given the richness of 2s...
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