Hi Raghav. Thanks for writing in. I roll the future every quarter. Technically I should be watching for slight changes in the hedging ratios mid-roll, but in the real-world, it doesn't matter enough. The TIPS issue I buy and just let cook.
If you bought the TIPS issue and shorted the nominal bond, you wouldn't need to roll anything.
Hi Raghav. Thanks for writing in. I roll the future every quarter. Technically I should be watching for slight changes in the hedging ratios mid-roll, but in the real-world, it doesn't matter enough. The TIPS issue I buy and just let cook.
If you bought the TIPS issue and shorted the nominal bond, you wouldn't need to roll anything.
Hi Raghav. Thanks for writing in. I roll the future every quarter. Technically I should be watching for slight changes in the hedging ratios mid-roll, but in the real-world, it doesn't matter enough. The TIPS issue I buy and just let cook.
If you bought the TIPS issue and shorted the nominal bond, you wouldn't need to roll anything.
Thanks - have a great night,
Kev