Go Back   The Finance Forums > Finance forums > Investments




Investments Discussions and questions about stock market investments, tax free savings, and high interest savings accounts.

Reply
 
Thread Tools
  #1 (permalink)  
Old 12-15-2009, 06:23 PM
JLJ JLJ is offline
Junior Member
 
Join Date: Dec 2009
Location: California/San Diego + United States
Posts: 1
Default Yield Curve

I have a bond yield curve question.

You have 500 mill in 5 year treasuries. Ifyou think rates will rise and the yield curve will steepen, and want to hedge risk. What maturity and quantity of bonds should you hedge with?
Reply With Quote
Reply

Thread Tools

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are Off


» Boards




All times are GMT +1. The time now is 04:39 AM.


Powered by vBulletin® Version 3.7.0
Copyright ©2000 - 2010, Jelsoft Enterprises Ltd.
Content Relevant URLs by vBSEO 3.0.0 ©2007, Crawlability, Inc.