10年BOND跌4。5%，怎么TLT涨1。38%？请教各位。谢先。

coolboy · 发表于 2012-1-13 01:30 PM

1/(1-x) ~ 1+x only when x<<1.

plankton · 发表于 2012-1-13 02:24 PM

coolboy 发表于 2012-1-13 13:30
1/(1-x) ~ 1+x only when x

老大是考卡斯皮亚出来的？偶看不懂啊。

CoolMax · 发表于 2012-1-13 02:29 PM

本帖最后由 CoolMax 于 2012-1-13 11:30 编辑

TLT是20+年Bond ETF。

plankton · 发表于 2012-1-13 03:04 PM

CoolMax 发表于 2012-1-13 14:29
TLT是20+年Bond ETF。

Yes CoolMax, but why there's such difference between 10 yr bond and 20 yr bond speculation?
Thank you. I'm trying to learn.

CoolMax · 发表于 2012-1-13 03:12 PM

plankton 发表于 2012-1-13 12:04
Yes CoolMax, but why there's such difference between 10 yr bond and 20 yr bond speculation?
Than ...

Twist

coolboy · 发表于 2012-1-13 03:19 PM

When the yield of 10yr-bond drops from 7% to 6.7% it drops 4.3%.
When the yield of 10yr-bond drops from 2% to 1.7% it drops 15%.

coolboy · 发表于 2012-1-13 03:22 PM

When the yield of 10yr-bond drops from 1% to 0.7%, the yield drops 30%. At the same time, the value of the bound will not increase by 30% because the yield itself is very low.

		自动登录	找回密码
密码			注册

10年BOND跌4。5%，怎么TLT涨1。38%？请教各位。谢先。

点评