Explain the implied repo rate on a U.S. Treasury bond futures spread position?

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Introduction To Derivatives And Risk Management

ISBN: 9781305104969

10th Edition

Authors: Don M. Chance, Robert Brooks

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Question Posted: Apr 07, 2016 08:37 AM

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Explain the implied repo rate on a U.S. Treasury bond futures spread position?

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The implied repo rate on a spread is the implied cost of est...View the full answer

Introduction To Derivatives And Risk Management

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