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1 vote
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Can a retail investor enter into a reverse repo transaction?

Can? Sure. If they find a counter-party. Generally the amount is too small, probably, and a margin account/collateral loan would probably be the way to go. Repo transactions are short term by ...
littleadv's user avatar
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3 votes
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treasury bond future confusion

The way bond futures work, there will be several different Treasury bonds that are eligible for delivery on the futures expiry date. You won't know the exact coupon, but they will all have maturities ...
D Stanley's user avatar
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4 votes
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Do Treasury Inflation Protected Securities (TIPS) pay variable interest?

The coupon rate is fixed, but because of the adjustments to the principal because of the inflation the interest amount will vary. Note that the quote says "The interest payments will increase...&...
littleadv's user avatar
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4 votes

How to reconcile bond duration with yield responses in Long-Term vs Short-Term bonds?

Your question refers to "interest rates" without specifying which interest rates you are talking about. Short and long term bonds are priced relative to short and long term interest rates ...
Brian Borchers's user avatar
2 votes

How to reconcile bond duration with yield responses in Long-Term vs Short-Term bonds?

The key is to distinguish price and yield. Duration measures the sensitivity of a bonds price to interest rate changes. Yield is in some sense synonymous with interest rates - meaning it's the ...
D Stanley's user avatar
  • 136k

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