[Skip to the end] Closing at the tights of the day. One of the only ways to hedge higher tax rates. BMA/LIBOR mids Start Term Frequency Gross Net MBA Fwd Hedge Cost Floor Wgt Cap Wgt 5.00 5.00 12 98.74% 90.56% -8.18% 3.996% 60.5 -62.6 5.00 10.00 12 102.13% 92.92% 4.032% -9.21% 65.1 -70.5 2.00 […]