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I am working on a risk department. Our portfolio contains mostly some long German bond 15y and we tend to hedge it through BUXL and BOBL via PCA but our 15y key rate duration is not properly covered. We bear a 15y/30y spread duration risk. Is there a means to increase the 10y key rate duration risk to rebalance more properly the risk? Any piece of advise are more than welcome thanks

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