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I was going through a report by morgan stanley. I read the following trades Trade Recommendations  Pay GBP 5y – target 2.6%;  Pay GBP 2s5s – target 115bp;  Pay GBP/Euro 3y2y – target 220bp;  Buy 3mth into 2y ATM rec versus selling 3mth into 5y 3bp OTM rec for zero cost...

Thanks for the reply .. I have calculated for the two yr T-notes futures . The CTD bond yield is at around 50 bps And the yield is getting is around 68-69 bps. It is coming close to the 2 month forward yield for the 2yr cash bond ( on Bloomberg ) If i want to calculate a bond's...

Hi, I was trying to calculate the yield of the CTD bond from futures price. I multiplied futures price by conversion factor of the CTD bond. To this adjusted futures price i applied the excel function yield() I have few questions related to this 1) In entering fields to this...

I am looking for a true hedged trade

Hi, I understood the basics of TED and can trade with cash bonds. But i am facing problems while trading it with futures. The 2yr t note futures contract denotes 2 months forward 2yr ctd yield. Can i directly enter into trade with futures while looking at the chart with cash treasury bonds?? Or...

Hi, I am 1 yr old into STIRs trading. I have few problems to discuss on this forum. 1) I am trading TED spread by gauging the difference of Eurodollar 5th generic contract and 2yr OTR yield. I want to know what is the correct way of gauging TED spread. 2) When I look at a generic...