SOFR bois?

[longandshort]

I use Koyfin plus tradingview when I really need charts. Other than that I found twitter (or X) the best source for news. https://piqsuite.com/ is on the list for testing since Elon is messing up the bird and I'm looking for at least a backup

Couple of q's:
Are you just trading bond futures like zn / zq etc.? What kind of broker are you using? Any fx component?

 

[MrMuppet]

No, I trade mostly exotic trash, never liked treasuries (too much competition) and recently got back to STIRs since I liked to trade them before ZIRP.

From the top of my head I think I have close to 50 active and inactive brokerage and clearing accounts, for SOFRs I'm using Britannia and I like them.

FX components are synthetic for the most part but in case I need to do cash I'm using LMAX

 

[RonRayGun]

kind of...green 3m calendars (short front/long back) as well as short 6m midcurve butterflies.

At first glance these seem to be the most stable spreads without too many jumps in this environment. Plus as time passes and rates don't change they should improve by dropping down the curve (climbing up the curve when you look at it from a rate perspective)

It's just what I used back then when I started out and it worked wuite well for me. There might be better options today though. Input is always appreciated

Aren't you worried that the curve will go back to contango in a stable rate envrionment?

 

[trade_canada]

Haven't been doing much in STIRS lately, too busy trading softs and metals. What does everyone think of the curve pricing in hikes beyond Z25? I'm a degen fader so I'm looking at short Z26-Z27 for a retest of the zero line.

 

[DarkTemplar]

Now that there is a possible IR cut I don't like shorts in the back of the curve. Right now only longs in the greens and blues.

 

[spread'em]

You guys still trading these? Much movement in the flys at all ie 3m or 6m flys?

 

[DarkTemplar]

You guys still trading these? Much movement in the flys at all ie 3m or 6m flys?

Yes Sir, here we are trading different parts of the SOFR3 curve... among others

I've been in and out (profitably) of some SOFR and Euribor flys.

 

[spread'em]

Good to hear. You guys hang out here mostly? Would be good to bounce ideas around. Not interested in strats etc as have my own but just discussing rate expectations etc.

 

[DarkTemplar]

Good to hear. You guys hang out here mostly? Would be good to bounce ideas around. Not interested in strats etc as have my own but just discussing rate expectations etc.

Not really, I just came because I received a notification from EliteTrader. I am more active in Discord:
- https://discord.com/invite/dMTTSdnP
- I visit Wanger Trades... just joined tho (I cannot get the link)

I have the same username there: DarkTemplar. If you join, ping me there