What is the implied nominal interest rate on a Treasury bond ($100,000) futures contract that settled at

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What is the implied nominal interest rate on a Treasury bond ($100,000) futures contract that settled at 100’16.0 (or 100-160)? If interest rates increased by 1%, what would be the contract’s new value?

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Fundamentals of Financial Management

ISBN: 978-0324597707

12th edition

Authors: Eugene F. Brigham, Joel F. Houston

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Question Posted: Feb 25, 2016 06:45 AM

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What is the implied nominal interest rate on a Treasury bond ($100,000) futures contract that settled at

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Futures contract settled at 100 16 32 of 100000 contract value so PV 1005 1000 1005 100 bo...View the full answer

Fundamentals of Financial Management

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