Negative Convexity

Mechanic

Can treasury futures have negative convexity?

Zestt

EDIT: Are you trying to get banned?

meghanjackson

I got it wrong! Thought the exhibit showed negative convexity for the treasury futures.

mp3bu

C’mon man, specific questions, really?  Respect the nice folk who run this board (not to mention your pledge to CFAI), and DO NOT post information about specific questions.

pawn

can you hedge a cuspy coupon?

cfa10yrplan

Jsnholmes
where you @ kid?

ASSet_MANagemen

You do know that you are violating rules and regulations of both the forum and CFA Institute? I really dont get what people achieve out of doing this. Stop this non-sense and I believe admins should ban people with such attitude.

jcfa2011

I remember after level I, I hadn’t seen that part of ethics (but still did well and passed).
I learned you aren’t supposed to talk about exam questions thanks to AF (then of course went back and checked the ethics to confirm).

jbaldyga

This thread has been forwarded to the CFAI.

LBriscoe

we should still be allowed to discuss concepts right, albeit not specific questions? so whats the problem asking if futures can have negative convexity?