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 Post subject: municipal bond hedging
PostPosted: Mon Aug 29, 2011 9:25 pm 
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Joined: Mon Aug 29, 2011 7:59 pm
Posts: 1
Hi,

Does anyone have any experience using BMA / SIFMA swaps to hedge a long municipal bond position? I'd be particularly interested in experiences sizing and structuring the hedge and in monitoring / adjusting the hedge. I'd also be keen to hear views about hedge performance under dfferent market conditions.

Thanks!


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