Category Archives: Fixed Income

Overstretch

Markets have paradoxically both been on edge – and in the throes of euphoria – since the repo shock in mid-September, being at the same time alarmed and yet strangely reassured by the Fed’s frantic backpedalling and the $400+ billion boost to its balance sheet which this entailed. Extreme levels of overstretch are everywhere apparent.

To access this post, you must purchase Annual Subscription or Monthly Subscription.

Fed’s a-Flutter

To access this post, you must purchase Annual Subscription or Monthly Subscription.

Behind the Curve

To access this post, you must purchase Annual Subscription or Monthly Subscription.

M4 Compendium (updated)

To access this post, you must purchase Annual Subscription or Monthly Subscription.

The Ph(o)enix Rises

To access this post, you must purchase Annual Subscription or Monthly Subscription.

Trade Wars: Blue-on-Blue

To access this post, you must purchase Annual Subscription or Monthly Subscription.

The Turn of the Tide

To access this post, you must purchase Annual Subscription or Monthly Subscription.

How the VIX Seller Lost his Shirt (updated)

To access this post, you must purchase Annual Subscription or Monthly Subscription.