Dynamic hedging

Dynamic hedging

Dynamic hedging

A strategy that involves rebalancing hedge positions as market conditions change; a strategy that seeks to insure the value of a portfolio using a synthetic put option.

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Dutch auction

Dutch auction

Dutch auction

Auction in which the lowest price necessary to sell the entire offering becomes the price at which all securities offered are sold. This technique has been used in Treasury auctions.

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Duration

Duration

Duration

A common gauge of the price sensitivity of an asset or portfolio to a change in interest rates.

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Dual-currency issues

Dual-currency issues

Dual-currency issues

Eurobonds that pay coupon interest in one currency but pay the principal in a different currency.

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Drop, the

Drop, the

Drop, the

With the dollar roll transaction the difference between the sale price of a mortgage-backed pass-through, and its re-purchase price on a future date at a predetermined price.

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