About Arbor Research & Trading Products
Bianco Research specializes in investment research for the professional/institutional investor. Using "macro" analysis of the fixed income, equity, and commodity markets as a foundation, Bianco Research provides unique insights into the markets.
· Risk Management Service (RMS)
RMS is a unique, multi-time frame, trend following technical tool useful for all market participants from day traders to long term money managers. The system highlights high probability buy and sell zones for daily to yearly time periods and can be applied to all cash, currency, equity, futures, commodity and credit markets. The Service currently analyzes over fifty markets and spreads with the objective of placing short-term movements within their long-term trends. Traders and fund managers alike will find it useful for determining the highest-probability decision points in the equity, fixed-income, currency and commodity markets.
· Trading Desk Reports
Agency Spread MatrixReflects the spread levels for various bullet and callable agency structures and maturities. Includes a three month history table.
Illustrates the FNMA benchmark yield curve measured versus the current UST and comparable maturity UST yield curves. Includes a three month history table.
Daily synopsis of the strip yield curve, compares strip yields with similar duration treasury yields and spot rates. The trading range for strips versus treasuries is also included.
Features total returns (MTD%, QTD%, YTD%) of TIPS and UST’s, along with historical breakeven rate analysis for each TIP issue.
Recap of the spreads between Agency zeros and the maturity matched treasury strips. Provides spread information for REFCORP, FNMA, FICO and AID zeros. In addition, the credit backing for each issuer is provided.
Analyzes the Ford Global yield curve. It provides current and historical spread information across the Ford curve. The report compares the Ford curve to on-the-run Treasuries, off-the-run Treasuries, and FNMA Benchmarks.
Credit Benchmark Spread Report
Focuses on benchmark corporate bond issues, highlighting spreads and a history of spreads compared with current treasuries and current interest rate swaps. Also included are Supra and Sovereigns, as well as yield curve data for these issuers.
Displays the yield curves of various corporate issuers plus FNMA, Interest Rate Swaps and Treasuries. Also includes the yield differences of these issuers along the curve so that comparisons across credits can be made.
Discusses the important weekly influences on the Treasury, Agency and Corporate bond sectors as composed by our execution professionals. Included are information on spread changes, new issuance, credit ratings changes and suggestions for investment / trading strategies.
· Corporate Bond Search System
Proprietary system to identify bonds with specified characteristics among a consolidated single look at dealer inventories. Can also be used to search for bonds that match existing holdings.