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Assume the SEP 10-yr T-Note Future just settled at a price of 152-17. The cheapest- to-deliver (CTD) Treasury bond costs 133-12 in the market, has

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Assume the SEP 10-yr T-Note Future just settled at a price of 152-17. The cheapest- to-deliver (CTD) Treasury bond costs 133-12 in the market, has a term of exactly 21 years left and carries a coupon of 4.0%. With respect to settling the Future, which of the following statements is accurate when the above CTD bond is delivered? The Long will pay $116,379 to the Short The Long will pay $134,455 to the Short The Long will pay $176,439 to the Short The Long will pay $137.100 to the Short The Long will pay $151,304 to the Short Assume the SEP 10-yr T-Note Future just settled at a price of 152-17. The cheapest- to-deliver (CTD) Treasury bond costs 133-12 in the market, has a term of exactly 21 years left and carries a coupon of 4.0%. With respect to settling the Future, which of the following statements is accurate when the above CTD bond is delivered? The Long will pay $116,379 to the Short The Long will pay $134,455 to the Short The Long will pay $176,439 to the Short The Long will pay $137.100 to the Short The Long will pay $151,304 to the Short

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