标题: T-Bill Futures vs. Interest Rate Futures [打印本页] 作者: Elliotbay 时间: 2011-7-13 16:52 标题: 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作者: shootingstar 时间: 2011-7-13 16:52
yes to first question, no to second作者: ishfaque 时间: 2011-7-13 16:52
For T bills or any other fixed income security future, you got to look at from "Price" point of view. If you are long in T bill futures...int rate goes up....price of bond will come down and you will lose and vice versa.
