You have a short position on a treasury bond futures


You have a short position on a Treasury bond futures contract. The most recent settlement price is 101.1875, and the accrued interest is on the bond you have chosen to deliver is $2.21. The bond you have chosen to deliver is a 9% coupon bond with 19 years, 5 months and 12 days left until maturity. What will you receive at delivery?

Solution Preview :

Prepared by a verified Expert
Finance Basics: You have a short position on a treasury bond futures
Reference No:- TGS02208979

Now Priced at $20 (50% Discount)

Recommended (97%)

Rated (4.9/5)