us-treasury-bonds

  1. Nicole Seaman

    P1.T3.720. US Treasury bonds: conversion factors, cheapest-to-deliver & theoretical futures price

    Learning objectives: Explain and calculate a US Treasury bond futures contract conversion factor. Calculate the cost of delivering a bond into a Treasury bond futures contract. Describe the impact of the level and shape of the yield curve on the cheapest-to-deliver Treasury bond decision...
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