My interest in these have cooled off somewhat recently after potentially interesting technical breaks have only given lame returns and left charts looking sideways. Not something for trend traders to get involved in.- One exception is the Aussie Bank Bills. Spreads here look like embarking on a fresh leg of a narrowing trend? Unfortunately I do not trade Aussie Bills. Perhaps 1 more RBA hike and that's it - flat money market curve.
21 January 2010
STIR Spreads
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