The document contains financial data on various butterfly spreads in the fixed income market, specifically the 2-5-10, 2-10-30, and 5-10-30 butterflies, with data points from September 2013 to September 2015. It includes PCA and risk on wings percentages, sourced from Deutsche Bank.
documents/vol00010-efta01362033-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-09-04","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0051330","SDNY_GM_00197514","EFTA01362033"]}