STIR spread strategies

[ivorm]

Can anyone point me at web sites that describe spread strategies for the STIR markets?

Or does anyone have any materials that they can email me ? All contributions gratefully received.

TIA

Regards,

Ivor

 

[squaregains]

You might already have this - regardless its a useful intro to STIRs in general.

http://www.euronext.com/file/view/0,4245,1626_53424_536448233,00.pdf

 

[Directional]

I've seen that LIFFE intro to spreading information before as part of a course they ran at the exchange quite a few years back - it is in fact a very good basic introduction to STIR spreading strategies. Recommended reading for the uninitiated.

I didnt realize they had this info out in the public domain.

 

[ivorm]

You might already have this - regardless its a useful intro to STIRs in general.

http://www.euronext.com/file/view/0,4245,1626_53424_536448233,00.pdf

Many thanks squaregains. It looks like a great intro.

Regards,

Ivor

 

[Magos]

Can anyone point me at web sites that describe spread strategies for the STIR markets?

Or does anyone have any materials that they can email me ? All contributions gratefully received.

TIA

Regards,

Ivor

Just have a look at this one. It is very general but will help a bit