Home Forums Main Forum Effect of IOER and RRP on rates

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  • Curve Advisor
    Post count: 612
    #427 |

    Someone asked me today what the effect of the IOER and RRP would be on rates. This was my reply:

    I don’t have any opinion on how the IOER and RRP will affect the expectation of interest rate changes. Since I mostly look at butterflies, the effect on a spread or fly structure is going to be be small, so I haven’t spent a lot of time thinking about it. I suppose in the beginning there may be some more volatility, but I will let you know if I have any further thoughts.

    Does anyone have any views on this?

    • This topic was modified 5 years, 6 months ago by  Curve Advisor.

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