9 Comments
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EDH23's avatar

I’m interested in Conks Pro! :)

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Conks's avatar

DMed

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Mark Stein's avatar

Timely update Mr. C. I heard, "it's all computers."

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Conks's avatar

everything is computer

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JBS's avatar

Everything Is Repo. There’s your next line for your swag.

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inflation's avatar

What does "long sofr-ff" means and why is this trade paying off?

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Conks's avatar

long the spread between SOFR and EFFR published by the Fed

traded via SOFR-FF basis swaps or the difference between SR1-ZQ futures by the CME but inverted to account for the 100-R quotation of rates futures.

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Christany Mayoral Alvarez's avatar

Hey Conks! Great to have thin update today. On FHLB advances, is the last available figure for Q4 24? The number I see on FHLB website is 736 bn. Why does it appear higher here? Around 900 bn?

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Conks's avatar

fixed

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