Interest Rate Collars

Fixed Income and Derivatives Mastery · 3:01

Listen on 93

Lyrics

[Verse 1]
When interest rates start climbing high
Your floating rate debt makes you cry
But caps are expensive, floors pay less
There's got to be a way out of this mess
A collar combines both sides of the trade
Buy protection while getting paid

[Chorus]
Collar up, collar down
Buy a cap, sell a floor
Keep your rates safe and sound
Without breaking down the door
Cap plus floor equals collar
Smart protection for every dollar
Balance risk with what you pay
Collars keep the fears away

[Verse 2]
You buy a cap at five percent
Protects you when rates are bent
You sell a floor at two percent
Collect premium, lower your rent
The floor you sold helps fund the cap
Closing that expensive gap

[Chorus]
Collar up, collar down
Buy a cap, sell a floor
Keep your rates safe and sound
Without breaking down the door
Cap plus floor equals collar
Smart protection for every dollar
Balance risk with what you pay
Collars keep the fears away

[Bridge]
Zero cost collar when premiums match
Perfect hedge without the catch
But if rates fall below your floor
You pay more than you did before
Risk and reward in balance stand
Collar strategy, well planned

[Verse 3]
Three to seven percent range
Your collar keeps rates arranged
Below three you pay the floor
Above seven, cap saves you more
In between you float along
Collar strategy keeps you strong

[Chorus]
Collar up, collar down
Buy a cap, sell a floor
Keep your rates safe and sound
Without breaking down the door
Cap plus floor equals collar
Smart protection for every dollar
Balance risk with what you pay
Collars keep the fears away

[Outro]
When premium costs are too high to bear
Collar strategies show you care
Buy and sell to find your way
Smart protection every day

← Interest Rate Caps and Floors | Swaptions: Options on Interest Rate Swaps →