Recent content by lhackett

Thanks - yes I do but not clear on the formula. I tried what I thought was correct but didn't seem to produce sensible results... Leigh

Hi all, Does anyone know how to calculate the potential downside in this trade? For instance short JGB 10 year at around 13,900... (yield is around, 1.5%) - as I understand it 6% yield would take the price to around 10,000. Let's say the yield goes to 1%, 0.5% or 0%, how high would the bond...