As a large proportion of structured notes held by bond funds are inverse floaters with coupon rate linked to US LIBOR, the net value of bond funds declines a lot due to the increases of US LIBOR.
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美
- 另一種類(lèi)似的策略是由投信業(yè)者將手中原有的反浮動(dòng)利率債券出售給信用連結式定存(或信用連結式債券)的發(fā)行銀行，再以出售反浮動(dòng)利率債券的收益向發(fā)行銀行買(mǎi)進(jìn)以該反浮動(dòng)利率債券為連結標的的信用連結式定存(或信用連結式債券) 。
