The december cbot treasury bond futures contract is quoted


The December CBOT Treasury bond futures contract is quoted at 92-19. If annual interest rates go up by 1.50 percentage points, what is the gain or loss on the futures contract? (Assume a $1,000 par value, and round to the nearest whole dollar.)

Solution Preview :

Prepared by a verified Expert
Basic Statistics: The december cbot treasury bond futures contract is quoted
Reference No:- TGS02940676

Now Priced at $10 (50% Discount)

Recommended (94%)

Rated (4.6/5)