Garth Friesen of III Associates outlines the role of options in fixed income relative value trading. Options strategies allow traders to customise exposures and manage downside risk
Options could help arbitrageurs roll a strike
Fixed income relative value (RV) strategies have come a long way since we first started trading them more than 30 years ago. Back then a Treasury bond future was considered a complicated derivative and buying a bond and making delivery into the futures contract was deemed an exotic arbitrage strategy. The market was focused on duration and RV trading was constrained to a few instruments and a
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