Use Swap or Bond Futures to Change Portfolio Duration

Discussion in 'SP6' started by Adam, Feb 9, 2020.

  1. Adam

    Adam Member

    It appears the we can hedge a bond portfolio by using either swap or bond futures. Then how to make a choice between swaps and bond futures? Can I say that swaps are more suitable when there is clear intention to trade fixed rate exposure for floating rate exposure (or vice versa)? What other considerations should we take into account? Thank you.
     

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