M Martinghoul Sep 28, 2016 #11 zdreg said: why cannot be done in a private transaction? More... Even if you do the simplistic version, you'd have to do an OTC fwd bond trade. Those don't really trade. Obviously, even that won't be perfect, since you need to do a basket of bonds.
zdreg said: why cannot be done in a private transaction? More... Even if you do the simplistic version, you'd have to do an OTC fwd bond trade. Those don't really trade. Obviously, even that won't be perfect, since you need to do a basket of bonds.
