Inflation Derivatives and LDI Solutions - Euromoney Conferences
Inflation Derivatives and LDI Solutions - Euromoney Conferences
Inflation Derivatives and LDI Solutions - Euromoney Conferences
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uttonma [printed: February 1, 2007 1:46 PM] [saved: February 5, 2007 1:06 PM] C:\Documents <strong>and</strong> Settings\buttonma\Local Settings\Temporary Internet Files\OLK1C4\Risk_Feb07_slides.ppt<br />
ILG BEI vs RPI Swaps – COB 7 May 09<br />
Bps<br />
%<br />
100.00<br />
80.00<br />
60.00<br />
40.00<br />
20.00<br />
0.00<br />
-20.00<br />
-40.00<br />
-60.00<br />
4.00<br />
3.50<br />
3.00<br />
2.50<br />
2.00<br />
1.50<br />
1.00<br />
0.50<br />
0.00<br />
RPI Swaps ILG BEI<br />
0 10 20 30 40 50 60<br />
Rich/Cheap<br />
3 4 5 6 7 8 9 10 12 15 20 25 30 40 50<br />
33
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