traded in a swap format and the
highlights are below.
Buy DBUSTXHI / sell DBUSTXLO on swap for beta-neutral, sector-neutral, rates-
neutral exposure to a corporate ... starts to look like a real possibility.
ORIGINAL TRADE IDEA PUBLISHED SEPTEMBER 13:
Buy DBUSTXHI / sell DBUSTXLO on swap for beta-neutral, sector-neutral, rates-
neutral exposure to a corporate ... rate and construct as a equal-weight long-short pair.
Result is DBUSTXHI and DBUSTXLO, tradable on swap in >$100mm/side/-
day, 1ML flat / 1ML + 30 as a pair
Resulting construction