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Calculate the carry and adjust for it...

m-in-j, I can wax poetic on these subjects, where bond/STIR futures are concerned, as I trade these things. Let me know if you wanna read the poem :). However, I prefer not to comment on index or energy futs, as I have no experience with those mkts.

Sure, that's fine, clarity is a wonderful thing... [B] No, they most emphatically ain't the same, but I don't think I am capable of further discussion of this. And I also have no idea what you mean by "pricing model makes allusion". Anyways, let's not hijack m-in-j's thread any more...

No... Why would you want it open anyway? Try the daily Fed H.15 release...

I define a multiple leg option trade as "premium-neutral", if and only if the net premium (expressed as the actual $ settlement amt) paid or received is zero. I thought the term is unambiguous, but I guess I was wrong.

AAAARGH, tj, please stop... My head hurts. It's what MTE sez.

This is utter nonsense... What do you mean by "neutral in implied volatility"? What does "the amount of implied you buy" mean? Do you mean premium-neutral? m-in-j, I have two bits of advice to contribute. Firstly, you must ignore silliness like the above post. Secondly, you need to...

Try "Understanding the Yield Curve" series by Antti Ilmanen and "Fixed Income Securities" by Tuckman. There's all sorts of things that can affect these things...

Me too... How/where do I sign to get involved?

Impersonating Paul the Octopus in another thread :)...

The FX mkt is about as manipulated as most other liquid mkts... All comes down to your definition of manipulation, I suppose.

Everyone believes Merv...

'Cause it's Moody's which always lags the other two... That means it's been priced in for a while now. SNAP

Hi, this is Paul. I heard you wanted to hire me? I charge a flat non-refundable fee of EUR 20k/hr. What do you want to know? :)

Omigod, the world is ending, 'cause someone spent $4.5k on some stupid puts to hedge some tail risk. Quick, someone tell the SEC/FDIC to get the bailout money ready. Sorry for the sarcasm, but, honestly, what is the big deal?

It would depend on who stays with the Euro and who goes...

Not in this case, I would expect. I don't think this is one of your Ladbrokes/WmHill type of places, where there are all sorts of different punts.

Erm, no, this particular match CANNOT possibly end in a draw... As someone mentioned, they probably have been able to build a matched book. They could always tweak the odds they offer to attract punters that would hedge them.

Actually, it's simple. If you wanna bet on a periphery blowup, buy Schatz calls. If you wanna bet on the opposite, buy Schatz puts.

You can't, not directly, anyways. No BTP options on Eurex.