Let’s dissect the pricing of rate cuts

We are already a couple of weeks into 2024 and even after a very eventful final quarter of 2023, there’s no dearth of excitement and intrigue to start the new year. Consensus seems to be for a soft landing for the US economy and a goldilocks backdrop for risk assets – 2023 culminated with a […]
Let’s dissect the pricing of rate cuts

We are already a couple of weeks into 2024 and even after a very eventful final quarter of 2023, there’s no dearth of excitement and intrigue to start the new year. Consensus seems to be for a soft landing for the US economy and a goldilocks backdrop for risk assets – 2023 culminated with a […]
What’s the US Rates price action telling us?

We are already a couple of weeks into 2024 and even after a very eventful final quarter of 2023, there’s no dearth of excitement and intrigue to start the new year.
How many types of interest rate derivatives are there ?

IRDs are subclassified into two types: linear and non-linear. They are further broken down into “vanilla” and “exotic” IRDs.