I’m a big fan of their earlier work (the pre-manipulated Libor era)
Rates guy: *explains the treasury rates curve and the significance of the fedfunds/SOFR spread* Me: oh so you're pretty deep into the lore huh
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dont stirt this
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You’re not a real SOFRagette
End of conversation
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you guys laugh but just in the last year theres been a few yards of 12ML+ collateral that got structured into SOFR30+ floaters and IO strips that own the basis where, if you have a LT view, you can get a whole lotta leverage on that basis with a limited risk and no borrowed money
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would love to get into it but i can’t keep up with the meta
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The LORE! Love it.
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Is there a Silmarillion equivalent I can use to brush up on?
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“I remember when OISBOR was 7bps in any tenor and then we traded schatz TED in a dime, but it was called the bobl in Germany in those days, two and a half schatzes for a boble you’d say and another thing…”pic.twitter.com/thcW5r84wL
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SOFR isn't real and it can't hurt you
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