Posts in Arbitrage
Chart: Implied Repo vs Interpolated OIS by Tenor
- 10 March 2026
Comparison of implied repo rates and interpolated OIS financing benchmark across tenors.
Chart: Holding Period Days by Tenor
- 10 March 2026
Tenor-specific holding period in days implied by winning delivery choice in IRR construction.
Chart: Arbitrage Spreads by Tenor
- 10 March 2026
Time series of Treasury spot-futures arbitrage spreads for 2Y, 5Y, 10Y, 20Y, and 30Y tenors.