Forum: Treasury Notes and Bonds
January 18th, 2022, 12:29 PM
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Replies: 36
Views: 8,703
Interesting email from the CME. While LIBOR...
Interesting email from the CME. While LIBOR (which Eurodollars references) doesn't actually go away until 2023 I believe, I believe guidance (US regulations even?) restricted new transactions...
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Forum: Treasury Notes and Bonds
December 27th, 2021, 09:40 PM
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Replies: 36
Views: 8,703
Yes the mean of a bi-modal distribution can be...
Yes the mean of a bi-modal distribution can be the same as a uni-modal distribution but the distributions can be completely different.
You can actually plot the implied distribution by looking at...
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Forum: Treasury Notes and Bonds
November 27th, 2021, 09:52 AM
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Replies: 36
Views: 8,703
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Forum: Treasury Notes and Bonds
November 19th, 2021, 02:54 PM
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Replies: 36
Views: 8,703
Just listened to this excellent 3 part (each...
Just listened to this excellent 3 part (each almost an hour) CME Webinar on the STIR (Short Term Interest Rate) Futures complex available to trade at CME. Probably something here for everyone. I...
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Forum: Treasury Notes and Bonds
November 14th, 2021, 09:38 AM
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Replies: 36
Views: 8,703
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Forum: Treasury Notes and Bonds
November 5th, 2021, 02:50 PM
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Replies: 36
Views: 8,703
One of the STIRs I watch is the Z3 Eurodollar....
One of the STIRs I watch is the Z3 Eurodollar. After selling off hard at the beginning of the year, it bounced around between 98.75 and 99.2 all year (1.25% and 0.8% vs 0.19% current spot). Then in...
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Forum: Treasury Notes and Bonds
October 29th, 2021, 10:39 AM
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Replies: 36
Views: 8,703
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