submitted by /u/Ilovedonutss [visit reddit] [comments ..read more

If I take the current on the run treasury yields on the 2 year and 10 year I get a 25bp spread. However if I wanted to trade this with futures, I pull up TUZ2 Comdty (2 year note) and UXYZ2 Comdty (Ultra 10 Year US T note). The yields on those are 4.884 and 4.201 respectively. For a 68 bp spread. Why are they different and how does one trade the spread using these futures? I believe there are CME prepackaged products, but wondering how to do it using individual interest rate futures. I think I understand the hedge ratio aspect because of differing DV01s. But I don't know how to determine if I ..read more

Any trade swaps? Looking to talk swap spreads submitted by /u/appsalva [visit reddit] [comments ..read more

Does anyone know what the vig is for brokers? Is this the spread they earn on a trade or something else? submitted by /u/Deep_Recording [visit reddit] [comments ..read more

Do fixed income securities of a country have a credit default swap? submitted by /u/asalunke56-55 [visit reddit] [comments ..read more

Why would a company that had issued a corporate bond when rates were lower benefit from a higher market interest rate while selling their bond to liquidate their position? submitted by /u/surrender_thepink [visit reddit] [comments ..read more

Looking into buying 3 & 6 month treasury bills that I plan to hold to maturity since I can get almost a full 100bps over CD's of similar terms. Trying to understand the differences between buying through TreasuryDirect and a brokerage like ETrade. Take 13-week T-Bills for example. Treasury Direct on the upcoming auction site has one coming up for 9/19 with an issue date of 9/22. The CUSIP is 912796X87. Yet if I look on ETrade I can see that same 912796X87 already available for purchase as of today with a stated YTM. I even bought $1,000 of it just to see if I could actually buy it and it ..read more

show off! submitted by /u/miamiredo [visit reddit] [comments ..read more

submitted by /u/miamiredo [visit reddit] [comments ..read more

Is there any pattern to distinguish US Treasury bonds in their ISIN? submitted by /u/frozenmm [visit reddit] [comments ..read more