If a bank that has liabilities with a shorter repricing period than its assets writes a call option on a bond or bond futures, it is actually reducing its interest rates sensitivity.

• 如果一家银行的负债价格调整期比资产价格调整期短；它出售债券看涨期权或债券期货看涨期权； 实际上可降低其利率敏感性.