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Posted by Olivia Carrodus On July - 1 - 2011 0 Comment

Sell BKO 1.75% June 2013 vs. buying DBR 3.25% July 2021 in BPV neutral ratio.

Entry@ 140.7bp, Target @ 80bp, Stop-loss @ 170bp.

The position has a neutral carry and roll over 6M.

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