Can Pension Funds Use Derivatives to Manage Risk & Enhance Performance

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Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance

In this paper, you will learn:

Why U.S. Treasury yields are at or near all-time lows
Why continued low rates drive bond benchmark durations targets higher
Why higher durations imply higher levels of risk to changes in yield
How UST futures and options provide key rate duration (KRD) protection to adverse moves in US interest rates

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