money market dealing session report

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1、MoneyMarketDealingSessionReport就读于澳大利亚墨尔本的皇家墨尔本理工大学，此文是一份关于货币金钱市场的报告。作为一个投资公司分析了澳大利亚银行利率的大概情况，并说明了如何在交易过程中避免利率风险。TableofContentsIntroduction…………………………………………………………………….3MainBody………………………………………………………………………5Part1…………………………………………………………………………61.1CurrentAustralianGovern

2、mentSecuritiesYieldCurve…….61.2ImplicationsforFixed-InterestManagers…………………….8Part2……………………………………………………………………..…...92.13-monthoutlook…………………………………………...92.26-monthoutlook……………………………………………112.312-monthoutlook…………………………………………...12Part3……………………………………………………………………….…13

3、3.1PortfoliopositioninMarketValueTermsandFaceValueTerms3.1(a)AtmencementofTrading……………………………..133.1(b)AfterDealingSession1…………………………………….143.1(c)AfterDealingSession2…………………………………….153.2InterestRateRiskofPortfolio3.2(a)PortfolioDurationatmencementofTrading……………173.

4、2(b)PortfolioDurationafterDealingSession1…………………..183.2(c)PortfolioDurationafterdealingsession2……………………193.3InterestRateProfile……………………………………………………….203.4AchievementofObjectivesanceAnalysis…………24Conclusion……………………………………………………………….…….26Bibliography&Othersources…………

5、………………………………….27Appendix……………………………………………………………..28点击查看全文