The document discusses strategies for trading in the US fixed income market in light of recent developments and uncertainties following the FOMC meeting. It suggests buying tails at the front end of the curve and financing them by selling back-end strangles. The report also explores alternative views on the short end of the curve and recommends specific trading strategies, such as straddle/strangle switches. The document highlights potential risks and market conditions that could impact these trades.
doj/DataSet10/EFTA01385937.pdf
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