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by mapleleafs
June 8th, 2009, 4:54 am
Forum: General Forum
Topic: Gamma and Delta Limit
Replies: 2
Views: 38479

Gamma and Delta Limit

most traders (options, swaps) have gamma and delta limit to control their trading activities?how does it work?
by mapleleafs
June 3rd, 2009, 8:30 am
Forum: General Forum
Topic: Buttlefly Trade (IRS)
Replies: 1
Views: 38330

Buttlefly Trade (IRS)

how to trade buttlefly? what is the strategy? any factors can affect the spread?
by mapleleafs
May 31st, 2009, 7:35 am
Forum: General Forum
Topic: Swap Trading
Replies: 1
Views: 38426

Swap Trading

is there any guides/primers about swap trading? how do swap trader hedge their position? is there any relationship between interest swap futures and interest rate swap? i heard if no UST futures, swap trader cannot quote the US$ swap, is that true?
by mapleleafs
May 19th, 2009, 2:12 am
Forum: General Forum
Topic: Corporate funding in G7 countries
Replies: 0
Views: 38535

Corporate funding in G7 countries

Is there any official schemes or plans to help small-to-medium enterprises (SMEs) to get funding or loan in G7 countries?Tks
by mapleleafs
March 23rd, 2009, 1:34 pm
Forum: General Forum
Topic: credit costs vs impairments
Replies: 5
Views: 41987

credit costs vs impairments

what is the difference between "credit costs" and "impairments" from accounting perspective?
by mapleleafs
February 15th, 2009, 9:02 am
Forum: General Forum
Topic: Tax issue in UST/Muni/Tips
Replies: 1
Views: 42543

Tax issue in UST/Muni/Tips

As foreign investor, do we need to pay tax on US treasuries/Muni/TIPS in terms of capital gain or coupon payment?
by mapleleafs
February 2nd, 2009, 2:27 pm
Forum: General Forum
Topic: CD and MTN
Replies: 5
Views: 44730

CD and MTN

CD is not pari passu with MTN?
by mapleleafs
January 25th, 2009, 8:56 am
Forum: General Forum
Topic: CD and MTN
Replies: 5
Views: 44730

CD and MTN

what is the differences between CD and MTN? I heard setting up a CD programme is cheaper than MTN....but both products can issue short-term and long-term stuffs, in most currencies....
by mapleleafs
January 21st, 2009, 2:22 pm
Forum: General Forum
Topic: Bond Indices
Replies: 1
Views: 43413

Bond Indices

which bond indices are popular to use? BofA? Barclays?
by mapleleafs
December 16th, 2008, 10:44 am
Forum: General Forum
Topic: Buy bonds and sell treasuries
Replies: 4
Views: 45485

Buy bonds and sell treasuries

If i want to take credit risk only but not using CDS, can i just buy bonds and sell treasuries to gain same effect?
by mapleleafs
November 23rd, 2008, 12:16 am
Forum: General Forum
Topic: Euro/USD Basis (CCS)
Replies: 1
Views: 45897

Euro/USD Basis (CCS)

why need to buy bank paper (1-yr) at Euribor flat, no way!
by mapleleafs
November 22nd, 2008, 3:54 pm
Forum: General Forum
Topic: Euro/USD Basis (CCS)
Replies: 1
Views: 45897

Euro/USD Basis (CCS)

<t>if a bank issued 1yr EUR MTN at EUribor flat, and i use the CCS (EUR/USD) to swap into USD, i got L+70bps, but what is the risk about this strategy?I don't find it's attractive, because I don't need to take risk to buy paper, i can just do CCS to get L+70bps, no need to take credit risk, am i rig...
by mapleleafs
November 9th, 2008, 1:29 pm
Forum: General Forum
Topic: Why effective fed funds rate lower than target
Replies: 3
Views: 48209

Why effective fed funds rate lower than target

why effective fed funds rate lower than target since Sept? how does it happen?does paying interest on excess reserve help?tks
by mapleleafs
November 9th, 2008, 1:26 pm
Forum: General Forum
Topic: Treasury (UST) fails
Replies: 3
Views: 47109

Treasury (UST) fails

why treasury notes fail in repo market? why penalty rate is so low?
by mapleleafs
October 16th, 2008, 12:31 am
Forum: General Forum
Topic: CDO collateral and swap cty default (Legal concern)
Replies: 3
Views: 48352

CDO collateral and swap cty default (Legal concern)

no i lost -40 on CSO and -10 on FTD swapbut the point is my collateral which is CDO (2nd SPV), can i just take collateral and leave without paying the MTM loss on CSO? lawyer said in the CDO (2nd SPV), the noteholder ranked higher than CSO swap counterparty.
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