Fixed Income Special Interest Group

Hi

Well past my prime in this area but I am wondering if anyone out there has an interest in this topic.

Personally I find it fascinating due to the many aspects of collateral availability, convexity of bond future price performance and the resultant embedded options caused by a widening basis of a higher duration ex ctd

It is not a visible market to many and not as far as I know well understood by financial journalists but is essential for an effective understanding of hedging portfolios.

Any thoughts most welcome.