Fixed Income and Portfolio Construction, Yield Curve, Interest Rates, and Curve Trade with US Treasuries, Cash and Carry Strategy using German Bunds and Futures

  • An Excel Spreadsheet with All Calculations Carried Out on the Template Attached below for Question 1 while answering all remaining parts for Question 1
  • Perform tasks on Excel if needed for questions 2, 3, and 4 with All Calculations
  • Answer Writing Questions on a separate Word document targeting 3,000 words
  • Include any referencing used in Harvard style
Rubric:
  • A highly precise and extremely clear approach to data management and data collection is well explained in the report. Excellent application executed and described with an exceptionally high degree of accuracy and detail. Knowledge and technical skills in bond and money markets go beyond what could have been expected.
  •  Extremely well-explained results. Their interpretation demonstrates an exceptional understanding of techniques and macroeconomic/financi al context. The implications of the findings are correct. Limitations of approaches and plausibility of results are very clearly discussed. Overall exceptional ability in reasoning.
  • A vast and excellent variety of sources highly relevant to the questions is used. Exceptionally high understanding of key information which demonstrates a highly critical approach. Comparisons between sources and findings are extremely appropriate and insightful.
  • Extremely well organised. The structure of responses and evidence fully supports a line of arguments or main implications. Very fluent and appropriate style. Tables and graphs are very well-designed, illustrate the main findings and results, and are easily readable. In-text references and reference lists are consistent and conform to recommended conventions. Conforms to the word limit. 

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