Treasury-Note and Bond futures are priced based on:
A) A theoretical coupon yield of 8%
B) An average of all of the deliverable bond prices
C) The price(s) of the cheapest to deliver bond(s)
D) The average invoice amount of the deliverable bonds
Reveal the Answer
The answer is C) The price(s) of the cheapest to deliver bond(s)
Develop a complete set of desk-ready skills for fixed income market participants. You will learn how to determine fair values, yields and risk measures for a wide variety of instruments including government bonds, corporate bonds, mortgage securities and fixed income derivatives. Understand the structure and trading conventions of fixed income markets, and learn how to construct, interpret and trade the term structure of interest rates. The Bloomberg Professional terminal is used extensively throughout this program.
Enroll now in our next session!
Fixed Income Alum:
Doriana Dine
Fixed Income Professional Certificate
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