C crgarcia Jul 13, 2009 #1 Without losing most of the T-Bonds interests (coupon) to the futures hedge?
G GCSICLRBC Jul 13, 2009 #2 Quote from crgarcia: Without losing most of the T-Bonds interests (coupon) to the futures hedge? More... US Treasury bonds. Yes, you're a superlative "investor!" :erisive laughter::
Quote from crgarcia: Without losing most of the T-Bonds interests (coupon) to the futures hedge? More... US Treasury bonds. Yes, you're a superlative "investor!" :erisive laughter::
N nazzdack Jul 13, 2009 #3 No. If you could, you'd want to leverage yourself "10,000 times", hedge away the principal risk and get the interest payments for "free".
No. If you could, you'd want to leverage yourself "10,000 times", hedge away the principal risk and get the interest payments for "free".
M makloda Jul 14, 2009 #5 Quote from crgarcia:Without losing most of the T-Bonds interests (coupon) to the futures hedge? More... Can you buy SPY, short ES futures to hedge and collect free dividends? There you have your answer.
Quote from crgarcia:Without losing most of the T-Bonds interests (coupon) to the futures hedge? More... Can you buy SPY, short ES futures to hedge and collect free dividends? There you have your answer.
erisive laughter::