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  1. M

    Basis Risk Strengthening & Weakening in Notes

    Hi, I am really confused with that, which is our reference point to decide for strengthening/weakening of basis, B(0) or B(T)? Because as in the example above based on reference point the answer changes. Thanks in advance for answer
  2. M

    Basis Risk Strengthening & Weakening in Notes

    Hi, I searched net a bit more about topic and found the manual below. If you go to page 3 of the manual you will see that if it is getting more negative it is weakening and if it is getting more positive it is strengthening as per my understand. The second link below also handles the issue in...
  3. M

    Basis Risk Strengthening & Weakening in Notes

    Hello, I would like to ask a question regarding P1.T3 Page 39. In the example for strengthening on May, basis is ($0,10), then there are two scenarios discussed in columns, weakening and strengthening scenario. Under Basis Weakening Scenario, Basis is stated as ($0,05) and Basis Strengthening...
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