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 101-06, and the accrued interest is on the bond you have chosen to deliver is $0.47. 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?

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Financial Management: You have a short position on a treasury bond futures
Reference No:- TGS02866146

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