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  • Bond Position Market Value DV01 HR BE XYZ 15yr 10M 10M 0.077369 0.54 0.42306 4.2306 ABC 7yr 10M (-) 10M (-) 0.052366 0.59 0.31285 - 3.1285 1.1021

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    Gaurav Gupta
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    This document provides market data on two bond positions. It shows that a $10 million long position in XYZ 15yr bond has a market value of $10 million and a DV01 of 0.077369, with a beta of 0.54. It also shows a $10 million short position in ABC 7yr bond with a market value of negative $10 million and a DV01 of 0.052366, with a beta of 0.59.

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    This document provides market data on two bond positions. It shows that a $10 million long position in XYZ 15yr bond has a market value of $10 million and a DV01 of 0.077369, with a beta of 0.54. It also shows a $10 million short position in ABC 7yr bond with a market value of negative $10 million and a DV01 of 0.052366, with a beta of 0.59.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    8 views2 pages

    Bond Position Market Value DV01 HR BE XYZ 15yr 10M 10M 0.077369 0.54 0.42306 4.2306 ABC 7yr 10M (-) 10M (-) 0.052366 0.59 0.31285 - 3.1285 1.1021

    Uploaded by

    Gaurav Gupta
    This document provides market data on two bond positions. It shows that a $10 million long position in XYZ 15yr bond has a market value of $10 million and a DV01 of 0.077369, with a beta of 0.54. It also shows a $10 million short position in ABC 7yr bond with a market value of negative $10 million and a DV01 of 0.052366, with a beta of 0.59.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    bond Position Market value DV01 βy HR BE

    XYZ 15yr 10M 10M 0.077369 0.54 0.42306 4.2306


    ABC 7yr 10M(-) 10M(-) 0.052366 0.59 0.31285 -3.1285
    1.1021
    in million
    in million
    in million

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