There appears to be some demand for anAMA, so here goes... I believe this will be a communal effort with several people contributing, including myself.
Briefly about me: I have been in the mkt for almost 15 years, always specializing in global rates. Currently, a PM in a reasonably large macro fund (~$9bn AUM). Previous to that, I was a PM working for a macro/rates group within a very large multistrat. Happy to elaborate further on my background in the Q&A proper.