Alex Etra(@EtraAlex):@MayankSeksaria @TheStalwart @arpitrage @DKThomp ...but the effect stops growing above roughly $10bn; it does rise with maturity (the 2-year moves only about a third as much, so it is term premium and steepens the curve), and it does not reverse over the following ten sessions. Also UST added about 2.8x

Alex Etra

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Alex Etra@EtraAlex

2026.10.07 22:11

@MayankSeksaria @TheStalwart @arpitrage @DKThomp ...but the effect stops growing above roughly $10bn; it does rise with maturity (the 2-year moves only about a third as much, so it is term premium and steepens the curve), and it does not reverse over the following ten sessions. Also UST added about 2.8x

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