Under Twist, The Fed Has Purchased 91% Of All Gross Issuance In Long-Dated US Treasurys | Zero Hedge

  • 最も気になるのはここですやね。

Finally, what happens to the Fed's balance sheet when interest rates start rising? Holding a portfolio with a duration greater than it has ever been, the DV01 is currently well over $2 billion (i.e. a $2 billion loss on every basis point increase in rates). And rising.