A treasury bond futures price is 103-24. The price of three deliverable bonds are 110-06, 138-12...

A treasury bond futures price is 103-24. The price of three deliverable bonds are 110-06, 138-12 and 155-28. Their conversation factors are 1.0067, 1.2598, and 1.4367, respectively which bond is the cheapest to deliver?

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jeff jeffy answered 3 years ago

3 what are the conditions (bond features) for deliverable bonds in a Treasury bond futures contract?

Assume that the Treasury bond futures price is 108-09. Which of the following four bonds is...

Assume that the Treasury bond futures price is 108-09. Which of the following four bonds is cheapest to deliver (CTD)? Bond Price Conversion Factor 1 102-30 0.9499 2 102-14 0.9444 3 101-11 0.9285 4 99-22 0.9119

A Treasury bond with 8 years to maturity is currently quoted at 110:12. The bond has...

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Suppose that Treasury futures price is 94-08. Which of the following bonds that can be delivered...

Suppose that Treasury futures price is 94-08. Which of the following bonds that can be delivered is cheapest to deliver bond? Bond 1: Price 99-16 and Conversion factor 1.02; Bond 2: Price 110-16 and Conversion factor 1.15; Bond 3: Price 120-16 and Conversion factor 1.23 Any bond can be cheapeast to deliver bond Bond 1 Bond 2 Bond 3

what is the par value of treasury bond futures?

(Bonds) What is the price of a bond (to the nearest cent) with 24 years to...

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1. Suppose you buy a call option on a $100,000 Treasury bond futures contract with an...

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