Recent content by legged

Less Liquidity but plenty to do in Curve/s bill spreads ( SFE). You can still do a bit of Bors , Sterling /Swissy if you can be stuffed doing nights

What about SW in general Ie Dorset / Devon . Is there anyone set up down there ?

thanks for that , noteable difference between that and say commodity

I am not making any assumptions here just trying to get my head around it . I mean as a rule would spread narrow ? correct me if I am wrong .

Is it a general assumption to assume that going into expiration this coming Monday that across both the strips that the spreads 3,6,12 month in general will sell off ?. This has recently happened in our Strip in Australia 90 day bank bills with the recent expiry . Thanks :)

Ok so how do you determine what is Cheap / expensive Cheers

Can someone please provide me with the basics of pricing STIRS . I ahve been reading Burghardt & Aiken books but I am trying to work it out . I ahev Reuters access and I am wondering how you compare the FRA to the futures as I understand it to look for arb opportunities . Ie 3* 6 Fra...