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T-Bill Futures vs. Interest Rate Futures
If you're long an interest rate future and the rate goes up, you profit, correct?
What if you're long a T-Bill or other fixed income security? Do you profit if the rate goes up, or if the value of the note goes up? I'm not sure how this plays out.
Thank you.
- Robert |
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发表于 2011-7-13 16:52
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