HONGKONGDIR

HOMECompaniesDictionaryFAQs

Home » Dictionary » Economy » curve steepener trade

Curve Steepener Trade

Definition
A macroeconomic hedging strategy using derivatives to exploit the changing relationships of the yield curve between short-term Treasury securities and long-term treasury securities. Used primarily to hedge against a widening yield curve due to an increase in long-term yields versus short-term yields, the trade is executed by assuming a long position in a short-term Treasury and a short position in a long-term Treasury.

Nearby Terms
Similar companies
Copyright © 2013 hongkongdir.com All Rights Reserved.
Provides public information about companies in the Hong Kong.