What does it mean if the cost of carry is positive for a Treasury bond futures contract?

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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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What does it mean if the cost of carry is positive for a Treasury bond futures contract?

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Positive carry means that the current yield earned is greater than the financing co...View the full answer

Bond Markets Analysis and Strategies

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