What's 5s Longs Curve Flatteners

89578251 · December 8th, 2010, 12:59 pm

I google it, but nothing is found. So I decide to post my question in this forum and hope someone can help me. Thanks in advanced.What does s stand for in 5s?Does longs mean the the bonds with long maturities?What's Curve Flatteners? It's welcomed to give example if possible.

Martinghoul · December 8th, 2010, 1:15 pm

I think if you search on this forum you'll find an answer to your last question, with some examples... As to 5s - longs, I guess it means 5s vs 30s or smth like that.

89578251 · December 8th, 2010, 4:38 pm

QuoteOriginally posted by: MartinghoulI think if you search on this forum you'll find an answer to your last question, with some examples... As to 5s - longs, I guess it means 5s vs 30s or smth like that.What does s mean in 5s, second?

Martinghoul · December 8th, 2010, 4:45 pm

No, it's just the plural of 5. 5s as in "fives", i.e. 5yr bonds.

Hansi · December 8th, 2010, 4:46 pm

5 year treasuries? I'd assume that what you need to look for is information about the dynamics between different maturity treasuries and their effect on the respective curves? e.g. steepening in the 2s over 5s against changing dynamics further out in the curve and so on.

89578251 · December 9th, 2010, 9:22 am

QuoteOriginally posted by: MartinghoulNo, it's just the plural of 5. 5s as in "fives", i.e. 5yr bonds.It makes sense. Thanks very much.

89578251 · December 9th, 2010, 9:23 am

QuoteOriginally posted by: Hansi5 year treasuries? I'd assume that what you need to look for is information about the dynamics between different maturity treasuries and their effect on the respective curves? e.g. steepening in the 2s over 5s against changing dynamics further out in the curve and so on.That's true.

frattyquant · December 22nd, 2010, 9:53 am

QuoteOriginally posted by: 89578251I google it, but nothing is found. So I decide to post my question in this forum and hope someone can help me. Thanks in advanced.What does s stand for in 5s?Does longs mean the the bonds with long maturities?What's Curve Flatteners? It's welcomed to give example if possible.If you want to get a good understanding of all the terminology(5s, steepner, flattener) read this book: