<t>TRS pricing is pretty straight forward - just find out the cost of holding the asset in your book. So it should be simply funding cost less any benefit from the asset ( repo value, stock loan value etc.) Its subjective to the market maker though and depends on how well the manage the inventory an...

<t>QuoteOriginally posted by: daveangel1. should be ok provided that you believe that curve moves in parallelHi Dave, Thanks, I dont have much experience with these instruments, and am reviewing historical data now for better understanding. Would this assumption work for intraday hedges in most of t...

<t>I am trying to using TSY futures to get an implied price for a basket of bonds. From what I have gathered so far, the futures contracts closely follow the cheapest to deliver bond (which can be arrived from the eligible bonds). Also, the conversion factor So this is what I have though of;1. Use t...

It just means the trader would trade favorably in axe (by giving better quotes), basically to match off an existing position in the opposite direction

www.dbfx.com is a good source.Are you planning to import it into Excel? Then th rtget() and bdh() functions would work fine.

<t>I guess it all boils down to financial statement analysis (div paying capacity from cash flows and reserves) and comparing it to what the div swap market is pricing. Some companies do like to maintain dividends, no matter how painful it may be given their current financial conditions (Telstra of ...

Are you looking for tick data level? Reuters has a good repository for most currencies

Hello,Any pointers on how to estimate the cost of capital of a firm that is not publicly traded? Obv, one method would be to use the beta of peer group and then work out the WACC. But I was interested in working out the number from the financials, if possible?~nem3sis

Hello, Does anyone here deals with right issues on Asian stocks? I was interested in knowing about the oversubscription option, as in, is it a company specific matter or do countries have laws allowings oversubscribing to the rights.Chandan

Well I did, but i found the course work too soporific

<t>One more thing:Working with weights boosts the muscle mass you have, which being leaner than the same mass of fat gives you a slimmer look. Also some say more muscle mass in the body equates to a higher basal metabolic rate. So you end up burning a lot of calories over time if you work with weigh...

<t>Hi,I was wondering if there is an implied feedback loop here..the option trader quoting for an index like snp would be taking markit or blooberg or his own research estimates... if its the first two then the implied dividend yields would just be an already available number.Any thoughts on this?Ch...

<t>Just wondering what do big ibanks like DB, GS, CS and Barclays do in the etf space? From what I understand they can:1. do ETF arb trades2. float their own etfs of course3. maybe some action in their prime services departments..apart from that is there anything I am mising out? what does an etf tr...