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

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📄 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
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报告摘要

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

📋 核心要点(部分)

16 August 2024

❓ 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。

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覆盖 2024 年,全文约 11。

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