ConvexityMaven (@convexitymaven) 's Twitter Profile
ConvexityMaven

@convexitymaven

Creator of $MOVE Index; $RFIX; $PFIX; $MTBA
Managing Partner @ Simplify.us
Publisher of Maven Commentary
convexitymaven.com/biography/

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linkhttp://www.convexitymaven.com calendar_today15-10-2019 21:31:41

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ConvexityMaven
@convexitymaven

8 months ago

“Buy vol” (convexity) near an inflection point….and T30yr at 5.0% is an inflection point. The Trade: Sell UST 20+ ETF vs Buy the "Bond Bull" strategy (~7yr expiry call option on T10yr). The Convexity will soften a further rates back up, while super charging a bond rally.

“Buy vol” (convexity) near an inflection point….and T30yr at 5.0% is an inflection point. The Trade: Sell UST 20+ ETF vs Buy the "Bond Bull" strategy (~7yr expiry call option on T10yr). The Convexity will soften a further rates back up, while super charging a bond rally.