Disliked{quote} Its to limit exposure, so that the book has 0 sigma, while the lock is on..Ignored
Are you planning join the arbitrage desk?
Lock in profits only, never losses. Anyway locks are waste of capital. You no have cost of funds. Free capital????hahahaha.if you were a bank do you know how much tom next swaps you will lose daily?
They are trying to help you.
So put down the ego.
Why are you showing your blotter? Are you leading anyone on trades? In a position lock with 0 sigma?
Hahahaha. Whats the benefit of the position, other than its tying up you capital. Planning carry book across the year run taxation.?whats purpose of the strategy??
Eeeer delay paying brokerage??
Regards