利率期货

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大家知道利率期货的久期是正还是负啊？

如果我想增加组合久期，我应该买入利率期货还是卖出啊？

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关键词：利率期货 期货

considering a bond future, if interest goes up, bond value goes down and discount factor goes up, so market value goes down.  Thus negative duration.

Please note that CFA sometimes does not discriminate the sign of duration, so the answer will depend on the context of the question.

bond future has negative duration, fixed income usually has negative duration too.  so to get more duration, buy interest rate futures.