tag:blogger.com,1999:blog-30643134.post6673361157299506430..comments2023-12-26T01:10:26.319-05:00Comments on Accrued Interest: TIPS: What know you of ready?Accrued Interesthttp://www.blogger.com/profile/05096191765979971184noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-30643134.post-69399679288457104312012-09-14T04:21:44.225-05:002012-09-14T04:21:44.225-05:00It can't work in actual fact, that's what ...It can't work in actual fact, that's what I think.Octaviahttp://www.yonkersny.gov/redirect.aspx?url=http://datingspain318.obolog.com/noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-83148606429444936362009-02-09T20:30:00.000-05:002009-02-09T20:30:00.000-05:00A manager I evaluated was using CPI bullet swaps w...A manager I evaluated was using CPI bullet swaps with zero coupon munis as the collateral to construct a leveraged inflation hedge. We looked at the fund carefully because zero coupons have sold off dramatically(from TOB blowups) and CPI swaps are also cheap. The leverage was about 4x inflation vs a TIPS 1x, and much more tax efficient to boot. <BR/><BR/>Ultimately, we were not comfortable with the counterparty exposure, and also found that the strategy had a high correlation with gold, which was a big part of our portfolio. Smart strategy though.pwm76https://www.blogger.com/profile/06360404038525306119noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-12754556385086179612009-02-09T20:27:00.000-05:002009-02-09T20:27:00.000-05:00You think nominal issuance distribution might be a...You think nominal issuance distribution might be affected by staff research?<BR/>http://www.aleablog.com/the-term-structure-of-inflation-expectations/nnyhavhttps://www.blogger.com/profile/06181178492559547560noreply@blogger.com