Yield curve strategies

Yield curve strategies

Investments that position a portfolio to capitalize on expected changes in the shape of the Treasury yield curve.

Yield Curve Strategy

Any investment strategy that seeks to profit from changes in the yield curve of U.S. Treasury securities. For example, one may buy a bond at a certain interest rate expecting prevailing interest rates to decline. If and when they do, the price of the bond one holds will increase, allowing one to sell the bond for a profit.
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Onyx provides the rates-specific algos that our most demanding clients need, from basis trading to yield curve strategies," says Jeff Jennings, Global Head of Prime Services Listed Derivatives.
In developed markets, we shifted our yield curve strategies in the United Kingdom, where we adopted a bias to falling short rates and a normalizing curve, and in Germany, a bias to a flattening of the yield curve.
and global tactical asset allocation, currency management, quantitative equity and fixed-income management, as well as option yield curve strategies.