For a Treasury futures contract, how do you think the cost of carry will affect the decision

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For a Treasury futures contract, how do you think the cost of carry will affect the decision of the short as to when in the delivery month the short will elect to deliver?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:50 AM

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For a Treasury futures contract, how do you think the cost of carry will affect the decision

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The short will elect to deliver at that time w...View the full answer

Bond Markets Analysis and Strategies

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