Question: Assume you are a floating rate borrower. Circle the position you would take in each of the following instruments to protect yourself against a rise

Assume you are a floating rate borrower. Circle the position you would take in each of the following instruments to protect yourself against a rise in LIBOR rates: (you will circle one position for each type of derivative, i.e. whether you would Pay or Receive on a swap).

Positions (choose one for each scenario)

Swaption Payer Receiver
Swaps Pay Receive
Forward Rate Agreement Long Short
EuroDollar Futures Long Short
Interest Rate Option Call

Put

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