What is the cheapest to deliver in a Treasury bond futures contract? Are there other delivery options

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What is the cheapest to deliver in a Treasury bond futures contract? Are there other delivery options in this contract?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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What is the cheapest to deliver in a Treasury bond futures contract? Are there other delivery options

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The standard bond in a Treasury contract is one with a coupon of 6 and at least 15 years to maturity ...View the full answer

Derivatives Principles And Practice

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