Daily, Actionable Credit & Rates Intelligence for Institutional Investors
Privileged market positioning, curve shifts, and trading analytics– delivered in real time
What We Deliver
Credit & interest rates positioning
Actionable intelligence empowers institutional investors to identify opportunities, manage risks, and position portfolios effectively in evolving credit and rate markets.
Yield Curve Movements & Shifts
Timely insights on yield curve changes help investors anticipate market trends, manage risk, and optimize strategies across fixed-income portfolios.
Insights on corporate bonds, Treasuries and STIRs
Trade ideas across markets provide investors with strategies to capture opportunities, enhance returns, and manage risk effectively.
Volatility & Options
Identify volatility trends and option strategies that unlock trading opportunities, hedge risks, and enhance portfolio performance in dynamic market environments.
Daily Calls — Not Generic Macro Commentary
Receive precise, market-focused calls that drive decisions, avoiding broad commentary and delivering tailored insights.
How It Works
Daily Monitoring
Real-time sources, privileged intel
Signal Generation
Trades filtered for impact
Delivery
Emailed before market open or intraday
Client Action
Integrate instantly into your book
Why d2?
We provide bespoke market intelligence tailored for institutional investors, combining deep expertise with timely insights to help you make confident, data-driven decisions every day.
- Independent: no conflicts of interest
- Flat monthly subscription
- Same access for every clients, regardless of book size
- Speed: ready within hours, not days
Who We Work With
Hedge Funds
Proprietary Traders
Family Offices
HNWIs
Insights and Resources
Flight to Quality – Treasury Demand in Risk-Off Moves
Treasuries have once again proven their safe-haven status during recent risk-off episodes, with yields falling sharply as equities sold off. AnalysisInvestors rotated into government bonds amid renewed geopolitical tensions and weak earnings from major corporates. Demand was particularly strong at
STIR Futures – Market Pricing Diverges from Central Bank Guidance
Short-term interest rate (STIR) futures are diverging from central bank guidance, with markets pricing in more rate cuts than policymakers suggest. AnalysisTraders remain skeptical of central banks’ hawkish signals, expecting slowing growth and disinflation to force policy easing. For example,
Volatility & Options – Identifying Pricing Anomalies
Volatility has remained elevated in rates markets, while options pricing reveals anomalies across maturities. Implied volatility often exceeds realized, creating opportunities for tactical strategies. AnalysisIn rates markets, realized volatility has fallen modestly, but options pricing remains stubbornly high. This disconnect