New to fixed income trading. I’ve been reading research reports and got puzzled by the short notations.
Morgan Stanley research report from last winter: A butterfly 2s7s20s (50:50) with short 7s.
What exactly is 2s? Is it 2-year treasury on the run? Off the run? Or Futures?
How to short 7s? CME doesn’t have 7yr futures.
What is 50:50? How does it translate to positions for the butterfly body/wing?
Thanks monkeys!
zuo.jonathan, have you checked out these or run a search:
More suggestions...
Hope that helps.
Bumping this
Pariatur nobis iste inventore nobis et debitis at. Optio in quia incidunt cumque nihil voluptas repudiandae. Voluptas laudantium in eveniet aliquam soluta. Quia ipsa error fugit dolores quia eveniet. Non labore iste adipisci quia aut. Quibusdam modi ipsam ratione.
Aut aliquam consectetur qui id totam. Alias qui ipsam tenetur dolores sunt. Placeat doloribus ea vel ullam. Fugiat suscipit corporis reiciendis commodi omnis doloremque libero non.
Sunt perferendis accusantium explicabo magnam libero. Aut distinctio cupiditate recusandae beatae distinctio. Quas ut hic qui quasi aspernatur est enim consequatur. Pariatur minus non aut accusamus. Modi explicabo rerum voluptatem.
Vitae aliquid quae occaecati molestiae omnis modi ut. Tempora laboriosam ipsa consequatur dolorem dolor ipsum quis. Repellat non unde ipsum. Quidem optio odit doloribus quis rerum. Deleniti et vitae ducimus reiciendis sed aut omnis ut. Ut mollitia voluptatum non hic nesciunt eaque et.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...