T-Bond Portfolio Management Program
Welcome to MURICO.com. We are a Commodity Trading Advisor/Commodity Pool Operator focusing on managing US T-Bond portfolios.
Our T-Bond Portfolio Management Program is very straightforward and consists of two parts:
Part 1. 30-year US Treasury Bonds are bought because of their safety and they pay the highest interest rate of any government debt instruments. There is risk that the asset value of the T-Bonds will fall when interest rates go up. This risk of asset erosion is hedged with futures and options on futures.
Part 2. Sophisticated strategies are used to sell T-Bond and S&P option premium to enhance the yield on the portfolio. Studies have shown that many options expire worthless. We target on selling options that will expire worthless and collect the premium to enhance the returns on the portfolio.
In order to be successful, each of these two parts must contribute to the profitability of the portfolio. Smaller accounts will not have cash bonds but will follow only Part 2 of the program.
Our T-Bond Portfolio Management Program is very straightforward and consists of two parts:
Part 1. 30-year US Treasury Bonds are bought because of their safety and they pay the highest interest rate of any government debt instruments. There is risk that the asset value of the T-Bonds will fall when interest rates go up. This risk of asset erosion is hedged with futures and options on futures.
Part 2. Sophisticated strategies are used to sell T-Bond and S&P option premium to enhance the yield on the portfolio. Studies have shown that many options expire worthless. We target on selling options that will expire worthless and collect the premium to enhance the returns on the portfolio.
In order to be successful, each of these two parts must contribute to the profitability of the portfolio. Smaller accounts will not have cash bonds but will follow only Part 2 of the program.