UBS Fixed Income-Global Rates Strategy _SepDec Futures roll_ Cloherty-109894059

报告摘要

Global Research and Evidence Lab Sep/Dec Futures roll Repo risk is meaningful for Dec

核心要点

16 August 2024

报告信息

文件全名: 《UBS Fixed Income-Global Rates Strategy _SepDec Futures roll_ Cloherty-109894059.pdf》
适合读者: 战略规划行业研究员
核心数据: from the Nov 49s to the Nov 53s, which would mean a 5.3% drop in the DV01 of the
Nov 52s, which would mean a 1.6% increase in the DV01
核心议题: 管理咨询

常见问题

《UBS Fixed Income-Global Rates Strategy _SepDec Futures roll_ Cloherty-109894059》主要包含哪些内容?

Global Research and Evidence Lab Sep/Dec Futures roll Repo risk is meaningful for Dec核心数据:from the Nov 49s to the Nov 53s, which would mean a 5.3% drop in the DV01 of the;Nov 52s, which would mean a 1.6% increase in the DV01。

这份报告覆盖哪一年、篇幅多大?

覆盖 2024 年,全文约 11。

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适合战略规划、行业研究员等读者参考。

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重点分析了管理咨询等议题。