EN.117 What Interest Rate Can a Short Box Strategy Achieve Compared to Treasury Yields?
Автор: CLEF Investments
Загружено: 2026-01-11
Просмотров: 24
Описание:
A Short Box is an effective method of borrowing money backed by a stock portfolio. The cost of borrowing is realized as a capital loss, which may also provide a tax benefit. This video analyzes my past real-life box trades and offers a rule of thumb for estimating the EAR of a box. The Effective Annual Rate (EAR) achievable through a box spread is influenced by its expiration date and liquidity. In general, 2, 3, and 6-month box spreads offer good liquidity, manageable durations, and relatively low EARs (0.6% to 0.7% above the treasury rate) compared to other expiration periods.
#shortboxspread #treasurybills #treasuryyield #treasurybonds #buyborrowdie
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