Hints and tips:
...“All three rates can be traded and hedged individually, which is an important prerequisite for managing interest rate exposure of a swap based on the index,” says Fidelio Tata, strategist at Société Générale...
...Fidelio Tata, head of US interest rate strategy at Société Générale says: “Treasuries are so big and liquid as a market and investors have no other choice for a benchmark.”...
...Fidelio Tata, derivatives strategist at RBS Securities says questions are being asked in the market about the assumption governing whether a 30-year swap is riskier than a 30-year bond....
...“Negative swap spreads have been considered by many to be a mathematical impossibility, just like negative probabilities or negative interest rates,” said Fidelio Tata, head of interest rate derivatives...
...Fidelio Tata, derivatives strategist at RBS Greenwich Capital, predicts three-month dollar Libor will rise 20-25bp higher on Monday , “causing further pain to the financial markets”....
...“Only those who absolutely must transact are active right now,” said Fidelio Tata, derivatives strategist at RBS Greenwich Capital....
...“There is nothing normal about the current market environment,” said Fidelio Tata, strategist at RBS Greenwich Capital. “Only those who absolutely must transact are active right now.”...
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