SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Currencies and the Global Capital Markets -- Ignore unavailable to you. Want to Upgrade?

To: Henry Volquardsen who wrote (736)9/29/1998 11:21:00 PM
From: Michael Friesen  Read Replies (1) | Respond to of 3536
 
Henry,

Because of the success story of LTC I really want to arb bonds! Thus, I was looking at the Canadian yield curve from the weekend paper. It looks like the 1 and 10 years are yielding about 5% while the 2 year is about 4.8%. Is this enough of a yield spread to construct a butterfly (long the wings and short the middle - is that the right term?). What are the factors that would prevent this from converging into a smoother line?

Thanks



To: Henry Volquardsen who wrote (736)9/30/1998 1:30:00 AM
From: N  Respond to of 3536
 
Henry, I see Z has sent you a little toy, Robert has charmingly geeked with you the numbers, and Larry and Lee gave a little business to sharpen those trader instincts. And Michael starts off a new trade.

Let me offer get well greetings, as well, hoping you no longer feel 'wratched' tomorrow.

Night all.

Thank god there's not another FOMC meeting tomorrow.

I've had it!

Nancy


HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2026 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News