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by SidK
April 27th, 2012, 7:16 am
Forum: Trading Forum
Topic: Stagflation
Replies: 5
Views: 14070

Stagflation

maybe buy linker breakevens?
by SidK
April 26th, 2012, 2:20 pm
Forum: Trading Forum
Topic: Stagflation
Replies: 5
Views: 14070

Stagflation

Any ideas on the best way to propfit from stagflation?
by SidK
April 24th, 2012, 2:54 pm
Forum: Trading Forum
Topic: Inflation impact on yield curve
Replies: 6
Views: 14361

Inflation impact on yield curve

Thanks Guys. So its really only in the current "low for long" environment that the 5y gets smashed and 2y stays pretty much glued to its seat?
by SidK
April 22nd, 2012, 6:42 pm
Forum: Trading Forum
Topic: Inflation impact on yield curve
Replies: 6
Views: 14361

Inflation impact on yield curve

Why is it that currently, if UK CPI data comes out higher than expected, the 5Y point of the yield curve takes the hit leads the move in 2/5/10? Should 2Y rates be taking the biggest hit as the MPC is likely to raise rates to fight inflation and then be on hold?
by SidK
August 20th, 2004, 11:33 am
Forum: Student Forum
Topic: convexity hedging
Replies: 11
Views: 180325

convexity hedging

Hi. On a related theme, suppose we enter into a Constant Maturity Swap for 2Y, which exchanges Libor for 10YCMS. What would the duration of this swap be? Would it be approx 10Y throughout the tenor of the swap?
by SidK
August 19th, 2004, 8:39 am
Forum: Technical Forum
Topic: convexity curve fitting
Replies: 1
Views: 177852

convexity curve fitting

Suppose we enter into a Constant Maturity Swap for 2Y, which exchanges Libor for 10YCMS. What would the duration of this swap be? Would it be approx 10Y throughout the tenor of the swap?
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