Simple model for effect of bond convexity on Stock Index Futures

Quote from ChiBondKing:

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Nitro [no this rant wasn't directed at you]... What makes you say that you expect an inverted y/c coming soon?

We have rallied extensively off of the lows in inversion territory, and based on the chatter I still hear on the FI desks here in NY (for however long I am here).. the cash is starting to flow back into steepener trades in the YC..

I don't have the exact numbers in front of me at the moment (it is 2am and i'm tired)
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Clearly, you were right in the short term. But look at the time frame for my prediction.

nitro
 
Quote from Bernard111:

Hi nitro,

Any link, please?
Bernard
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Hi Bernard,

Sorry, I looked for it [almost] everywhere and I can't find it. I still have to look at my laptop. Give me one more day. Sorry.

nitro
 
Quote from nitro:

Hi Bernard,

Sorry, I looked for it [almost] everywhere and I can't find it. I still have to look at my laptop. Give me one more day. Sorry.

nitro
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Hi Nitro,

Any news about this hard-to-find file?!

Bernard
 
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