How is the theoretical futures price of a Treasury bond futures contract affected by the delivery options

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How is the theoretical futures price of a Treasury bond futures contract affected by the delivery options granted to the short?

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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 07:49 AM

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How is the theoretical futures price of a Treasury bond futures contract affected by the delivery options

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In the case of the Treasury bond futures contracts the delivery options granted to the seller reduce the actual futures price below the theoretical fu...View the full answer

Bond Markets Analysis and Strategies

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