Awsome, Thank you both. Many questions but my main problem.
Emotions: DCP- with the SOFR curve pricing in Cut and Raises, back to back how does this make you feel? When a cut is moved forward in '26 how do you feel? When cuts are priced consecutively how do u feel? When the cut on Dec 26th and all of the sudden there are -50. How does this make you feel. Supply and demand feelings. :)
I like ZB so have been averaging cuts per year, but I feel this maybe missing the point? 2/yr, 2.5/yr. And just using SOFR morning moves like LIBOR premarket data talked about in some book as being a indicator for sovergin debt demand.
Point: Could you please grade the SOFR curve like Andy does the Auctions.
Thank you both great primer. Look forward to being able to taste this market in the future.
Excellent. Very Useful.
Thank you for the kind words.
Great primer! very insightful and useful info for someone hoping to eventually get into STIR trading.
Awsome, Thank you both. Many questions but my main problem.
Emotions: DCP- with the SOFR curve pricing in Cut and Raises, back to back how does this make you feel? When a cut is moved forward in '26 how do you feel? When cuts are priced consecutively how do u feel? When the cut on Dec 26th and all of the sudden there are -50. How does this make you feel. Supply and demand feelings. :)
I like ZB so have been averaging cuts per year, but I feel this maybe missing the point? 2/yr, 2.5/yr. And just using SOFR morning moves like LIBOR premarket data talked about in some book as being a indicator for sovergin debt demand.
Point: Could you please grade the SOFR curve like Andy does the Auctions.
Thank you both great primer. Look forward to being able to taste this market in the future.