Gilt-Edged Market book cover

Gilt-Edged Market

The Gilt-Edged Market is specifically aimed at finance professionals and investors who need to understand the inner working of the United Kingdom gilt market. There is detailed coverage of the different gilt instruments, as well as a look at the structures, institutions and practices of the market itself.Topics include:* Bond basics* Conventional gilts* Index-linked gilts* Gilt strips* The gilt repo market* The gilt bond future basis* Yield spread trading using giltsThere are also personal reminiscenes that illustrate the great changes that have occurred in this market since Big Bang, as well as an exposition on the art of trading.The Gilt-Edged Market is ideal reading for traders, salespersons, fund managers, private investors and other professionals involved to any extent in the UK gilt market.

Audience
Gilt market participants; Gilt-edged market makers; Brokers; Institutional investors (fund managers etc); Regulators (Bank of England, Debt Management Office); Corporate treasurers; Local authority treasurers; Consultants.

Hardbound, 288 Pages

Published: May 2003

Imprint: Butterworth Heinemann

ISBN: 978-0-7506-5163-9

Contents

  • The gilt-edged market: an introduction; A primer on bond basics; The gilt-edged market I: structure and institutions; The gilt-edged market II: index-linked gilts; The Gilt-edged market III: the gilt strips market; The gilt repo market; The gilt bond basis; The gilt bond basis II; Information content of the gilt yield curve; The art of government bond trading; Approaches to yield spread trading using gilts; Being some reminiscences of the gilt market...; Glossary;

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