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NP, ilya... I think this is related to the BBA cracking down. They used to be a lot more public with the LIBORs, but have become a lot more stingy/careful.

Well, simplistically, I believe that there's a statistically significant relationship between the 2s5s10s fly (I look at it in swaps, but it doesn't matter) and the reds/greens slope in Eurodollars (one of the fundamental reasons for this is the carry dynamic). You can quantify this...

Well, patience is a virtue, amico... Give it a wee bit of time, will ya? The new fixing has just come out (1/2 hr ago). If you want the fixings literally as soon as they're published, you're gonna have to get a BBG or Reuters terminal (given BBA actually licenses LIBORs, I don't think it's...

I know that you want 3M USD LIBOR. I assume you want to see the latest fixing. Might wanna try here: http://produkte.erstegroup.com/CorporateClients/en/MarketsAndTrends/Money_Market/Factsheets/Interest_rate/index.phtml?q=&ISIN=&ID_NOTATION=8423189

The full answer is complicated and you can see discussions of the various issues involved in this and other threads here... The easiest thing (and something that I am guilty of doing often) is to use the BBG ratios, as calculated by the PDH2 function. For example, to see the number of bund...

Try here, maybe: http://www.bloomberg.com/markets/rates/keyrates.html BTW, your question doesn't entirely make sense, given what LIBOR is.

There's an infinite number of ways to generate a position with the same spot delta. It's the other characteristics of the position that may influence your choice of which method to use.

But surely China, if it were to buy gold, wouldn't do so in the mkt?

Indeed... Wouldn't it make more sense to look at the M3 + credit?

So you're talking about nominal, rather than real GDP. Taylor Rule, check it out...

What about inflation? You might want to look at the Taylor Rule, it'll be educational.

Well, judging from the 10y auction, these pesky Chinese might have another ~$10bn clip of treasuries to hedge.

This is exactly right... Marx was one of the most insightful and capable theorists the field of political economy ever produced. However, his theories/models, while more powerful and compelling than many others, proved to be a somewhat imperfect fit to reality. Science is incremental...

Yep, I agree... For the benchmarks, I see 5y outperforming the wings. Majority of this is the move in swapspreads (bobl wider, while both schatz and bund tighter).

Shouldn't you be looking at 2s5s and 5s10s?

It's just a function of the cost of carry (CoC), however that CoC arises (including the examples you cite). If CoC > risk-free rate, delta of an option can be > 1.

Yep, agree with donnap... If there's cost of carry, your roll down can overwhelm the optionality aspect. Same reason why some ITM options can have delta > 1.

Well, according to my numbers, using 7 contracts, 108 lots per contract, it should be 7 * 108 * 25 = €18.9k/bp for 1000 lots of Schatz, i.e. €18.9 per contract (this is fwd DV01, btw).

Yep, I remember my high school calculus. It's always been 'convex' or 'concave' (but that was in another, somewhat more math-heavy, country).

There's a couple of threads here that describe how to calc simple DV01 for bond futures (I think I posted a Eurex doc and atticus kindly provided a link to a CME doc). For Euribors, DV01 is just €25/bp. It's certainly possible. You can do all sorts of executions. I agree with this, H2O...