Can you buy T-Bonds and hedge with futures, against price drops?

Discussion in 'Financial Futures' started by crgarcia, Jul 13, 2009.

  1. Without losing most of the T-Bonds interests (coupon) to the futures hedge?
  2. US Treasury bonds.

    Yes, you're a superlative "investor!"

    ::Derisive laughter::
  3. No. If you could, you'd want to leverage yourself "10,000 times", hedge away the principal risk and get the interest payments for "free". :mad:
  4. Why not?
  5. Can you buy SPY, short ES futures to hedge and collect free dividends?

    There you have your answer.