PortM P5.2: Trades for a Dynamic Yield Curve
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11 Terms
An active manager has a bullish view that the benchmark curve will shift down
Describe the strategy to be taken
An active manager has a bearish view that the benchmark curve will shift up
An active manager expects a steepening curve with LT rates rising and ST rates falling
explain the strategy to use
An active manager expects a flattening curve with LT rates falling and ST rates rising
Bull steepener
What is it
Strategy to use
Portfolio duration
Bear steepener
What is it
Strategy to use
Portfolio duration
Bull flattener
What is it
Strategy to use
Portfolio duration
Bear flattener
What is it
Strategy to use
Portfolio duration
Butterfly strategy
What is it
Butterfly spread =
Positive butterfly
curvature expectation
strategy to use
Negative butterfly
curvature expectation
strategy to use
