Download This PaperPlaying in the International Capital Markets, with Practical Examples for Beginners
4 Pages Posted: 31 Aug 2018
Date Written: August 19, 2018
Abstract
Bond managers can use interest rate futures to alter the interest rate sensitivity of a portfolio. Those who have strong expectations about the direction of the future course of interest rates will adjust the duration of their portfolio so as to capitalise on their expectations. Specifically, a manager who expects rates to increase will shorten duration.
Keywords: Bonds, Portfolio, Securities, Markets
JEL Classification: E00, E02, GO2, G28
Suggested Citation: Suggested Citation
Anning, Frederick, Playing in the International Capital Markets, with Practical Examples for Beginners (August 19, 2018). Available at SSRN: https://ssrn.com/abstract=3234994 or http://dx.doi.org/10.2139/ssrn.3234994
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