Trading negative interest rates

Discussion in 'Trading' started by sprstpd, Oct 29, 2015.

  1. Maverick74

    Maverick74

    I should correct myself, the two year german bunds are negative in nominal yield at the moment. I didn't see the -.20% target they have. Still, my previous comments stand, I would bet the other way with cheap options.
     
    #11     Oct 29, 2015
  2. Cswim63

    Cswim63

    TBT? Can go long a short product and its liquid. Even options not too much of a spread.Traded on exchange.
     
    #12     Oct 29, 2015
  3. Maverick74

    Maverick74

    TBT charges a management fee, plus there is yield there and it's levered.
     
    #13     Oct 29, 2015
  4. How would you trade the other way for example.... Being short bonds has a cost
     
    #14     Oct 30, 2015
  5. sprstpd

    sprstpd

    #15     Oct 30, 2015
  6. Maverick74

    Maverick74

    I don't think you understand how complicated this is. You want to make it sound so straightforward and easy. It's like when the VIX was at 11 and people on here thought it was free money to just buy the VIX at 11 because it had almost no downside and huge upside. Of course what they were missing is the price of the forward curve. They couldn't buy VIX at 11, they were were paying 16 or 17.

    Honestly you should not be trading things you don't understand.
     
    #16     Oct 30, 2015
  7. Maverick74

    Maverick74

    There are many ways to trade this, but they all have their pros and cons. One obvious one is shorting the forward curve. Another is swaps (which you can create synthetically btw in FX markets).
     
    #17     Oct 30, 2015
  8. sprstpd

    sprstpd

    I'm obviously not trading anything at the moment. I am trying to understand if there is a way to take the other side of negative interest rates as a retail trader.
     
    #18     Oct 30, 2015
  9. Maverick74

    Maverick74

    No. One is costs. The other is the trade is not what you think it is. It's more then just a "directional play" on rates. There are a lot of moving parts and it's too hard for you to isolate the parts you don't want and trade only the part you do want. There are ways to do this trade in the FX market but again, it's not straightforward. Same with selling the forward yield curve.
     
    #19     Oct 30, 2015
  10. sprstpd

    sprstpd

    I don't accept your answer. Any other suggestions?
     
    #20     Oct 30, 2015