Find the Quoted Futures price for the contract? Current Quoted Price: $107 Accrued Interest = 1.8 PV

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Find the Quoted Futures price for the contract?

Current Quoted Price: $107

Accrued Interest = 1.8

PV of the coupon payments from now to delivery date = $4.5

Accrued Interest on bond at delivery = 2.8

Conversion factor = 0.89

risk free rate at delivery= 0.05, 5%

Related Book For answer-question

Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Apr 27, 2023 05:52 AM

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Find the Quoted Futures price for the contract? Current Quoted Price: $107 Accrued Interest = 1.8 PV

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Fundamentals of Futures and Options Markets

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