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1 result for “
"OTM MC Option "
”
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EFTA01362045
Set 10
2016-06-05
1p
527w
Selling the 5yr5yr inflation swaps looks attractive. Buy Si 00mn 6M 2yly 25bp
OTM
MC
Option
payers vs. Sell 100mn 1Y 4Y1Y 45bp Curve flattens on a hawkish FOMC Curve
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01362045.pdf
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