Slightly Related - mREITS

Discussion in Treasury Notes and Bonds

Updated May 17, 2012

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Slightly Related - mREITS

LittleCatJones · 2012-05-17T11:03:28-04:00

As a mental exercise, I'm trying to build an intraday valuation scheme for mREITs (for stocks like NLY and AGNC.) My understanding is that NLY is sensitive to shifts in the yield curve. What I would like to know is -- which other products (perhaps futures contracts) do I need to incorporate into a pricing model for mREITs? I know only the basics that were required for my series 7 about bonds, but I want to see what this ticker symbol reacts to.

May 17th, 2012, 11:03 AM	#1 (permalink)
LittleCatJones Indianapolis IN Elite Member Experience: Advanced Platform: Self-authored Trading: Stocks Posts: 11 since Feb 2012 Thanks Given: 1 Thanks Received: 6	As a mental exercise, I'm trying to build an intraday valuation scheme for mREITs (for stocks like NLY and AGNC.) My understanding is that NLY is sensitive to shifts in the yield curve. What I would like to know is -- which other products (perhaps futures contracts) do I need to incorporate into a pricing model for mREITs? I know only the basics that were required for my series 7 about bonds, but I want to see what this ticker symbol reacts to.