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What does TBA moneyness mean?

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Perpetual
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Joined: July 28th, 2014, 6:42 pm

What does TBA moneyness mean?

October 29th, 2015, 6:28 pm

When people say TBA ITM 100bps, what does that really mean? How do I understand TBA moneyness?Thanks for your help!
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bearish
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Joined: February 3rd, 2011, 2:19 pm

What does TBA moneyness mean?

October 29th, 2015, 9:01 pm

Is this in the context of mortgage options?
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Perpetual
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Joined: July 28th, 2014, 6:42 pm

What does TBA moneyness mean?

October 29th, 2015, 9:06 pm

Thanks Bearish!It is used as a factor for historical simulation.
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